+676.2%
ADBE vs STLA
+152.6%
+523.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.1% | +6.5% | +1.6% |
| 7D | -3.2% | -13.1% | +9.9% | -0.6% |
| 30D | +1.0% | -13.3% | +14.2% | +3.5% |
| 3M | -7.8% | -27.9% | +20.0% | -2.3% |
| 6M | -1.0% | -47.8% | +46.9% | +11.3% |
| YTD | -31.8% | -64.6% | +32.7% | -18.4% |
| 1Y | -29.2% | -64.0% | +34.8% | -15.7% |
| 3Y | -60.1% | -76.8% | +16.8% | -49.8% |
| 5Y | -63.7% | -74.2% | +10.4% | -56.2% |
| 10Y | +130.1% | -5.4% | +135.4% | +123.0% |
| All | +676.2% | +152.6% | +523.7% | +596.8% |
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