+667.7%
GOOGL vs STLA
+0.5%
+667.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.5% | +5.6% | +3.1% |
| 7D | +1.6% | -11.6% | +13.2% | +4.9% |
| 30D | -16.8% | -6.2% | -10.6% | -15.7% |
| 3M | -14.6% | -24.6% | +10.0% | -8.8% |
| 6M | -24.4% | -44.9% | +20.5% | -12.4% |
| YTD | -6.1% | -62.3% | +56.2% | +18.7% |
| 1Y | +1.0% | -61.8% | +62.8% | +26.9% |
| 3Y | +123.4% | -75.3% | +198.8% | +202.9% |
| 5Y | +103.2% | -72.5% | +175.7% | +157.1% |
| 10Y | +667.7% | +0.8% | +667.0% | +566.4% |
| All | +667.7% | +0.5% | +667.2% | +566.4% |
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