+2,401.1%
GOOG vs STLA
+150.0%
+2,251.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.8% |
| 7D | +3.0% | -13.8% | +16.8% | +5.9% |
| 30D | -14.9% | -10.5% | -4.3% | -13.3% |
| 3M | -14.9% | -28.9% | +14.0% | -9.9% |
| 6M | -26.6% | -49.7% | +23.1% | -17.2% |
| YTD | -6.6% | -64.9% | +58.3% | +11.6% |
| 1Y | +5.1% | -64.0% | +69.1% | +24.7% |
| 3Y | +121.0% | -77.4% | +198.4% | +177.6% |
| 5Y | +97.3% | -74.4% | +171.8% | +137.7% |
| 10Y | +683.2% | -6.4% | +689.6% | +669.3% |
| All | +2,401.1% | +150.0% | +2,251.2% | +2,154.9% |
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 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