+137.7%
GOOGL vs STLA
-62.5%
+200.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.0% | +0.8% |
| 7D | +1.1% | +0.7% | +0.3% | +0.8% |
| 30D | -4.4% | -2.4% | -2.1% | -4.0% |
| 3M | -6.8% | -23.9% | +17.1% | -0.5% |
| 6M | +13.6% | -24.6% | +38.2% | +20.9% |
| YTD | +8.3% | -50.5% | +58.8% | +27.3% |
| 1Y | +44.9% | -39.8% | +84.8% | +59.1% |
| 3Y | +150.5% | -65.6% | +216.1% | +205.2% |
| 5Y | +137.7% | -62.1% | +199.8% | +156.2% |
| All | +137.7% | -62.5% | +200.2% | +156.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling