+22.7%
USB vs STLA
-70.3%
+93.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.4% | -0.9% |
| 7D | -1.5% | -5.5% | +4.1% | 0.0% |
| 30D | +4.3% | -3.7% | +8.0% | +5.0% |
| 3M | -6.1% | -21.1% | +15.1% | -0.8% |
| 6M | +9.4% | -38.3% | +47.7% | +22.8% |
| YTD | +15.2% | -59.2% | +74.4% | +43.7% |
| 1Y | +32.8% | -56.7% | +89.4% | +61.8% |
| 3Y | +91.3% | -74.3% | +165.6% | +167.0% |
| 5Y | +22.7% | -70.2% | +92.9% | +57.7% |
| All | +22.7% | -70.3% | +93.0% | +57.7% |
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 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