+2,767.0%
GOOG vs STLA
+263.8%
+2,503.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.3% |
| 7D | -2.1% | +2.6% | -4.7% | -2.6% |
| 30D | -6.8% | -1.2% | -5.6% | -6.7% |
| 3M | -9.1% | -24.8% | +15.7% | -4.4% |
| 6M | +10.7% | -25.6% | +36.3% | +16.3% |
| YTD | +7.1% | -48.9% | +56.0% | +19.8% |
| 1Y | +44.6% | -38.8% | +83.4% | +55.2% |
| 3Y | +147.4% | -64.5% | +212.0% | +186.4% |
| 5Y | +133.8% | -62.4% | +196.2% | +163.2% |
| 10Y | +777.5% | +55.4% | +722.1% | +695.8% |
| All | +2,767.0% | +263.8% | +2,503.2% | +2,321.0% |
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