+728.4%
VGT vs STLA
-4.1%
+732.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.4% |
| 7D | +2.5% | -13.8% | +16.2% | +6.8% |
| 30D | -9.5% | -10.5% | +1.0% | -7.0% |
| 3M | -9.5% | -28.9% | +19.4% | -1.2% |
| 6M | -1.8% | -49.7% | +48.0% | +18.3% |
| YTD | +18.4% | -64.9% | +83.3% | +55.2% |
| 1Y | +18.7% | -64.0% | +82.8% | +53.8% |
| 3Y | +103.8% | -77.4% | +181.2% | +191.9% |
| 5Y | +104.4% | -74.4% | +178.8% | +171.0% |
| All | +728.4% | -4.1% | +732.5% | +664.7% |
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 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