+243.6%
W vs STLA
+21.0%
+222.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.8% | +4.7% |
| 7D | +3.3% | -6.4% | +9.7% | +7.5% |
| 30D | +10.5% | -1.3% | +11.9% | +10.7% |
| 3M | +9.6% | -19.9% | +29.6% | +22.4% |
| 6M | +76.4% | -42.9% | +119.3% | +140.7% |
| YTD | +16.4% | -59.4% | +75.8% | +86.6% |
| 1Y | +9.3% | -56.8% | +66.2% | +66.6% |
| 3Y | +172.8% | -73.1% | +245.9% | +436.6% |
| 5Y | -53.4% | -70.1% | +16.7% | -14.4% |
| 10Y | +243.6% | +19.8% | +223.9% | +268.6% |
| All | +243.6% | +21.0% | +222.6% | +268.6% |
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