+141.2%
AAPL vs STLA
-71.4%
+212.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | +0.3% |
| 7D | +5.0% | -4.9% | +9.9% | +6.4% |
| 30D | +3.5% | -4.9% | +8.4% | +4.5% |
| 3M | +13.1% | -23.7% | +36.7% | +20.3% |
| 6M | +19.0% | -45.0% | +64.0% | +37.7% |
| YTD | +28.5% | -60.9% | +89.4% | +60.8% |
| 1Y | +29.7% | -58.9% | +88.6% | +59.2% |
| 3Y | +89.2% | -74.4% | +163.7% | +150.6% |
| 5Y | +141.2% | -71.5% | +212.7% | +179.7% |
| All | +141.2% | -71.4% | +212.6% | +179.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling