+177.6%
TECH vs STLA
+48.0%
+129.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | +0.6% |
| 7D | +0.2% | +0.7% | -0.6% | -0.1% |
| 30D | +0.1% | -2.4% | +2.5% | +0.5% |
| 3M | +37.5% | -23.9% | +61.4% | +46.5% |
| 6M | +34.6% | -24.6% | +59.2% | +42.4% |
| YTD | +23.5% | -50.5% | +74.0% | +44.5% |
| 1Y | +34.4% | -39.8% | +74.2% | +47.9% |
| 3Y | +2.3% | -65.6% | +67.9% | +27.2% |
| 5Y | -41.7% | -62.1% | +20.4% | -31.3% |
| 10Y | +177.6% | +47.8% | +129.9% | +153.6% |
| All | +177.6% | +48.0% | +129.6% | +153.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded STLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling