-25.0%
TEVA vs STLA
+55.1%
-80.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.2% | +1.4% |
| 7D | +2.0% | -2.9% | +4.9% | +2.9% |
| 30D | +1.0% | +0.9% | 0.0% | +0.4% |
| 3M | +7.3% | -21.6% | +28.9% | +14.8% |
| 6M | +21.7% | -21.6% | +43.4% | +29.5% |
| YTD | +18.8% | -50.4% | +69.3% | +42.9% |
| 1Y | +86.5% | -43.6% | +130.0% | +112.9% |
| 3Y | +269.4% | -66.4% | +335.8% | +375.1% |
| 5Y | +303.6% | -62.3% | +365.9% | +381.5% |
| All | -25.0% | +55.1% | -80.0% | -27.9% |
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