+7.2%
VNQ vs STLA
-62.8%
+70.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | +0.3% |
| 7D | -1.3% | -2.9% | +1.6% | -0.8% |
| 30D | -2.6% | +0.9% | -3.5% | -2.9% |
| 3M | -2.0% | -21.6% | +19.6% | +1.9% |
| 6M | +4.3% | -21.6% | +26.0% | +7.9% |
| YTD | +9.2% | -50.4% | +59.6% | +22.0% |
| 1Y | +5.6% | -43.6% | +49.2% | +13.7% |
| 3Y | +30.8% | -66.4% | +97.3% | +53.5% |
| All | +7.2% | -62.8% | +70.1% | +15.1% |
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