+217.0%
W vs STLA
+12.4%
+204.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.6% | -0.1% | -1.6% |
| 7D | +1.1% | -4.9% | +6.0% | +4.4% |
| 30D | +6.4% | -4.9% | +11.3% | +9.0% |
| 3M | +9.0% | -23.7% | +32.6% | +25.2% |
| 6M | +69.8% | -45.0% | +114.8% | +136.9% |
| YTD | +12.1% | -60.9% | +72.9% | +83.7% |
| 1Y | 0.0% | -58.9% | +58.9% | +56.9% |
| 3Y | +160.3% | -74.4% | +234.8% | +428.7% |
| 5Y | -53.3% | -71.5% | +18.2% | -11.8% |
| 10Y | +217.0% | +5.3% | +211.7% | +273.0% |
| All | +217.0% | +12.4% | +204.6% | +273.0% |
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 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