+740.7%
GOOGL vs STLA
+51.6%
+689.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -2.8% | -3.8% | +1.0% | -1.8% |
| 30D | -3.2% | -3.1% | -0.1% | -2.6% |
| 3M | -6.6% | -19.6% | +13.0% | -1.5% |
| 6M | +8.5% | -23.5% | +31.9% | +15.3% |
| YTD | +6.5% | -51.5% | +58.0% | +26.4% |
| 1Y | +39.4% | -39.7% | +79.1% | +53.8% |
| 3Y | +146.2% | -66.3% | +212.5% | +206.0% |
| 5Y | +138.3% | -63.1% | +201.5% | +179.4% |
| All | +740.7% | +51.6% | +689.0% | +630.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling