-23.8%
VSH vs STLA
-41.8%
+18.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.2% | +13.7% | +13.5% |
| 7D | +3.5% | -6.4% | +9.8% | +5.2% |
| 30D | -22.4% | -1.3% | -21.1% | -22.1% |
| 3M | -25.2% | -19.9% | -5.3% | -19.3% |
| All | -23.8% | -41.8% | +18.0% | +8.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling