+128.8%
GOOG vs STLA
-63.2%
+191.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.6% |
| 7D | -1.6% | +0.4% | -1.9% | -1.7% |
| 30D | -7.7% | -5.2% | -2.5% | -6.6% |
| 3M | -9.3% | -24.9% | +15.6% | -2.9% |
| 6M | +7.4% | -25.2% | +32.6% | +14.6% |
| YTD | +4.9% | -51.4% | +56.3% | +23.8% |
| 1Y | +37.2% | -40.7% | +77.9% | +51.1% |
| 3Y | +141.6% | -66.3% | +207.9% | +195.8% |
| 5Y | +128.8% | -63.2% | +192.0% | +149.6% |
| All | +128.8% | -63.2% | +191.9% | +149.6% |
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 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