-37.5%
U vs STLA
-29.8%
-7.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.1% | +5.7% | +4.1% |
| 7D | +4.5% | +0.7% | +3.7% | +4.0% |
| 30D | -0.6% | -2.4% | +1.8% | +0.1% |
| 3M | +48.4% | -23.9% | +72.3% | +67.5% |
| 6M | +115.4% | -24.6% | +140.0% | +141.9% |
| YTD | -3.2% | -50.5% | +47.3% | +29.5% |
| 1Y | -6.0% | -39.8% | +33.8% | +10.1% |
| 3Y | +13.5% | -65.6% | +79.1% | +74.6% |
| 5Y | -68.0% | -62.1% | -5.9% | -58.2% |
| All | -37.5% | -29.8% | -7.6% | -22.3% |
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