+21.4%
UL vs STLA
-62.5%
+83.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.0% | -0.8% |
| 7D | -1.3% | +0.7% | -2.1% | -1.4% |
| 30D | +0.9% | -2.4% | +3.3% | +1.1% |
| 3M | +14.2% | -23.9% | +38.1% | +16.7% |
| 6M | -3.2% | -24.6% | +21.4% | -1.2% |
| YTD | -0.3% | -50.5% | +50.2% | +5.4% |
| 1Y | -8.8% | -39.8% | +31.1% | -6.0% |
| 3Y | +23.9% | -65.6% | +89.5% | +33.7% |
| 5Y | +21.4% | -62.1% | +83.4% | +20.4% |
| All | +21.4% | -62.5% | +83.9% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling