+99.1%
V vs STLA
-70.1%
+169.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +2.2% | -4.5% | +6.7% | +3.1% |
| 30D | +13.6% | -3.9% | +17.5% | +14.2% |
| 3M | +14.3% | -20.2% | +34.5% | +18.5% |
| 6M | +33.1% | -42.2% | +75.3% | +46.2% |
| YTD | +21.2% | -59.3% | +80.6% | +41.6% |
| 1Y | +26.4% | -56.1% | +82.5% | +44.4% |
| 3Y | +77.6% | -73.7% | +151.2% | +120.4% |
| All | +99.1% | -70.1% | +169.1% | +123.9% |
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