+141.5%
W vs STLA
+48.0%
+93.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +2.3% |
| 7D | +6.5% | +0.7% | +5.7% | +5.9% |
| 30D | -6.2% | -2.4% | -3.9% | -5.3% |
| 3M | +48.9% | -23.9% | +72.7% | +73.2% |
| 6M | +31.2% | -24.6% | +55.8% | +54.2% |
| YTD | -0.4% | -50.5% | +50.1% | +43.5% |
| 1Y | +14.8% | -39.8% | +54.7% | +43.1% |
| 3Y | +40.5% | -65.6% | +106.1% | +142.2% |
| 5Y | -62.1% | -62.1% | 0.0% | -38.9% |
| 10Y | +141.5% | +47.8% | +93.8% | +139.3% |
| All | +141.5% | +48.0% | +93.5% | +139.3% |
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