+210.1%
W vs STLA
-4.1%
+214.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +1.0% |
| 7D | +0.2% | -13.8% | +13.9% | +9.1% |
| 30D | +6.8% | -10.5% | +17.4% | +13.2% |
| 3M | +10.7% | -28.9% | +39.5% | +32.4% |
| 6M | +86.3% | -49.7% | +136.1% | +173.8% |
| YTD | +11.5% | -64.9% | +76.4% | +94.8% |
| 1Y | +5.1% | -64.0% | +69.1% | +78.7% |
| 3Y | +171.0% | -77.4% | +248.4% | +493.1% |
| 5Y | -56.6% | -74.4% | +17.8% | -12.7% |
| All | +210.1% | -4.1% | +214.2% | +263.9% |
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 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