+61.8%
VNQ vs STLA
+55.1%
+6.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | +0.3% |
| 7D | -1.3% | -2.9% | +1.6% | -0.7% |
| 30D | -2.6% | +0.9% | -3.5% | -2.9% |
| 3M | -2.0% | -21.6% | +19.6% | +2.5% |
| 6M | +4.3% | -21.6% | +26.0% | +8.5% |
| YTD | +9.2% | -50.4% | +59.6% | +23.8% |
| 1Y | +5.6% | -43.6% | +49.2% | +15.2% |
| 3Y | +30.8% | -66.4% | +97.3% | +55.7% |
| 5Y | +8.0% | -62.3% | +70.3% | +21.4% |
| All | +61.8% | +55.1% | +6.7% | +45.2% |
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