+156.4%
ADBE vs STLA
+46.8%
+109.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +0.9% | -0.4% |
| 7D | -8.9% | +0.4% | -9.3% | -9.0% |
| 30D | -6.6% | -5.2% | -1.4% | -5.3% |
| 3M | +7.1% | -24.9% | +32.0% | +15.0% |
| 6M | -9.8% | -25.2% | +15.4% | -3.9% |
| YTD | -27.2% | -51.4% | +24.2% | -13.8% |
| 1Y | -28.0% | -40.7% | +12.7% | -20.4% |
| 3Y | -54.5% | -66.3% | +11.7% | -43.7% |
| 5Y | -61.5% | -63.2% | +1.8% | -55.0% |
| 10Y | +156.4% | +48.7% | +107.7% | +126.4% |
| All | +156.4% | +46.8% | +109.7% | +126.4% |
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