-26.6%
U vs STLA
-49.7%
+23.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.1% | +7.2% | +3.8% |
| 7D | +2.8% | -13.1% | +15.9% | +9.4% |
| 30D | +7.6% | -13.3% | +20.9% | +13.4% |
| 3M | +12.7% | -27.9% | +40.5% | +28.4% |
| 6M | +87.0% | -47.8% | +134.8% | +147.3% |
| YTD | +13.6% | -64.6% | +78.2% | +74.7% |
| 1Y | +25.3% | -64.0% | +89.3% | +89.6% |
| 3Y | +85.8% | -76.8% | +162.6% | +242.4% |
| 5Y | -74.5% | -74.2% | -0.3% | -61.4% |
| All | -26.6% | -49.7% | +23.2% | +4.7% |
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