+91.7%
USB vs STLA
+18.3%
+73.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | 0.0% | -4.5% | +4.5% | +1.4% |
| 30D | +5.8% | -3.9% | +9.7% | +6.7% |
| 3M | -6.0% | -20.2% | +14.2% | 0.0% |
| 6M | +7.8% | -42.2% | +49.9% | +26.4% |
| YTD | +14.6% | -59.3% | +73.9% | +48.0% |
| 1Y | +31.8% | -56.1% | +87.8% | +64.9% |
| 3Y | +91.5% | -73.7% | +165.2% | +174.5% |
| 5Y | +22.0% | -70.3% | +92.3% | +62.0% |
| All | +91.7% | +18.3% | +73.4% | +76.0% |
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