+449.7%
V vs STLA
+18.3%
+431.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +2.2% | -4.5% | +6.7% | +3.4% |
| 30D | +13.6% | -3.9% | +17.5% | +14.4% |
| 3M | +14.3% | -20.2% | +34.5% | +19.9% |
| 6M | +33.1% | -42.2% | +75.3% | +50.5% |
| YTD | +21.2% | -59.3% | +80.6% | +47.7% |
| 1Y | +26.4% | -56.1% | +82.5% | +50.1% |
| 3Y | +77.6% | -73.7% | +151.2% | +132.4% |
| 5Y | +102.6% | -70.3% | +172.9% | +146.2% |
| All | +449.7% | +18.3% | +431.4% | +361.3% |
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