+97.7%
GOOG vs STLA
-74.6%
+172.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.7% |
| 7D | +3.0% | -13.8% | +16.8% | +6.7% |
| 30D | -14.9% | -10.5% | -4.3% | -12.9% |
| 3M | -14.9% | -28.9% | +14.0% | -8.3% |
| 6M | -26.6% | -49.7% | +23.1% | -13.8% |
| YTD | -6.6% | -64.9% | +58.3% | +18.6% |
| 1Y | +5.1% | -64.0% | +69.1% | +32.1% |
| 3Y | +121.0% | -77.4% | +198.4% | +201.7% |
| All | +97.7% | -74.6% | +172.2% | +134.9% |
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