+767.3%
ADBE vs STLA
+263.8%
+503.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.3% | -8.0% | -7.0% |
| 7D | -8.6% | +2.6% | -11.2% | -9.1% |
| 30D | +2.8% | -1.2% | +4.0% | +3.0% |
| 3M | +3.1% | -24.8% | +27.9% | +8.7% |
| 6M | -2.4% | -25.6% | +23.1% | +2.4% |
| YTD | -23.9% | -48.9% | +25.1% | -14.6% |
| 1Y | -22.6% | -38.8% | +16.2% | -17.0% |
| 3Y | -52.7% | -64.5% | +11.9% | -45.1% |
| 5Y | -60.0% | -62.4% | +2.4% | -54.9% |
| 10Y | +157.3% | +55.4% | +101.9% | +129.7% |
| All | +767.3% | +263.8% | +503.5% | +628.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling