+129.2%
ADBE vs STLA
+0.5%
+128.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.9% | +1.3% |
| 7D | -4.4% | -11.6% | +7.2% | -1.2% |
| 30D | -0.2% | -6.2% | +5.9% | +1.1% |
| 3M | -9.9% | -24.6% | +14.7% | -3.5% |
| 6M | -3.5% | -44.9% | +41.4% | +11.7% |
| YTD | -32.1% | -62.3% | +30.1% | -14.3% |
| 1Y | -28.7% | -61.8% | +33.1% | -10.5% |
| 3Y | -60.2% | -75.3% | +15.1% | -46.2% |
| 5Y | -63.1% | -72.5% | +9.5% | -53.4% |
| 10Y | +129.2% | +0.8% | +128.4% | +104.2% |
| All | +129.2% | +0.5% | +128.7% | +104.2% |
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