-24.8%
U vs STLA
-42.5%
+17.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +32.3% | -6.4% | +38.7% | +35.7% |
| 30D | +9.7% | -1.3% | +11.0% | +9.2% |
| 3M | +19.6% | -19.9% | +39.5% | +30.2% |
| 6M | +82.6% | -42.9% | +125.5% | +132.7% |
| YTD | +16.4% | -59.4% | +75.8% | +68.6% |
| 1Y | +28.5% | -56.8% | +85.3% | +78.1% |
| 3Y | +103.8% | -73.1% | +176.8% | +250.0% |
| 5Y | -70.0% | -70.1% | 0.0% | -57.4% |
| All | -24.8% | -42.5% | +17.7% | +1.1% |
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