+376.8%
V vs STLA
+48.0%
+328.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.3% | -0.9% |
| 7D | -1.1% | +0.7% | -1.8% | -1.3% |
| 30D | +1.9% | -2.4% | +4.2% | +2.2% |
| 3M | +15.5% | -23.9% | +39.4% | +22.9% |
| 6M | +16.6% | -24.6% | +41.2% | +23.4% |
| YTD | +5.7% | -50.5% | +56.2% | +23.4% |
| 1Y | +8.6% | -39.8% | +48.4% | +18.3% |
| 3Y | +52.5% | -65.6% | +118.1% | +86.4% |
| 5Y | +67.1% | -62.1% | +129.2% | +91.4% |
| 10Y | +376.8% | +47.8% | +329.0% | +270.8% |
| All | +376.8% | +48.0% | +328.8% | +270.8% |
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