+98.9%
GOOGL vs STLA
-71.4%
+170.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.4% | +0.6% |
| 7D | +2.6% | -4.9% | +7.5% | +3.9% |
| 30D | -18.3% | -4.9% | -13.4% | -17.5% |
| 3M | -19.6% | -23.7% | +4.1% | -14.6% |
| 6M | -28.2% | -45.0% | +16.8% | -17.4% |
| YTD | -8.0% | -60.9% | +52.9% | +13.9% |
| 1Y | -0.7% | -58.9% | +58.2% | +20.9% |
| 3Y | +118.8% | -74.4% | +193.2% | +189.5% |
| 5Y | +98.9% | -71.5% | +170.4% | +130.4% |
| All | +98.9% | -71.4% | +170.3% | +130.4% |
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 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