+118.8%
GOOGL vs STLA
-74.3%
+193.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.4% | +0.3% |
| 7D | +2.6% | -4.9% | +7.5% | +3.5% |
| 30D | -18.3% | -4.9% | -13.4% | -17.8% |
| 3M | -19.6% | -23.7% | +4.1% | -16.2% |
| 6M | -28.2% | -45.0% | +16.8% | -21.1% |
| YTD | -8.0% | -60.9% | +52.9% | +6.0% |
| 1Y | -0.7% | -58.9% | +58.2% | +13.1% |
| 3Y | +118.8% | -74.4% | +193.2% | +171.4% |
| All | +118.8% | -74.3% | +193.1% | +171.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling