+1,006.2%
TER vs STLA
+12.4%
+993.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | +1.2% |
| 7D | -8.9% | -4.9% | -4.0% | -7.0% |
| 30D | -39.1% | -4.9% | -34.1% | -38.4% |
| 3M | -32.8% | -23.7% | -9.1% | -26.7% |
| 6M | -31.7% | -45.0% | +13.2% | -15.1% |
| YTD | +26.9% | -60.9% | +87.8% | +75.9% |
| 1Y | +33.6% | -58.9% | +92.5% | +80.4% |
| 3Y | +181.5% | -74.4% | +256.0% | +347.9% |
| 5Y | +76.1% | -71.5% | +147.7% | +158.9% |
| 10Y | +1,006.2% | +5.3% | +1,001.0% | +1,013.2% |
| All | +1,006.2% | +12.4% | +993.8% | +1,013.2% |
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