+2,780.4%
GOOGL vs STLA
+263.8%
+2,516.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.4% |
| 7D | -2.3% | +2.6% | -4.9% | -2.8% |
| 30D | -6.6% | -1.2% | -5.3% | -6.4% |
| 3M | -8.9% | -24.8% | +15.8% | -4.2% |
| 6M | +11.9% | -25.6% | +37.4% | +17.6% |
| YTD | +8.3% | -48.9% | +57.3% | +21.3% |
| 1Y | +46.2% | -38.8% | +85.0% | +56.9% |
| 3Y | +151.9% | -64.5% | +216.4% | +191.8% |
| 5Y | +137.7% | -62.4% | +200.1% | +167.7% |
| 10Y | +757.6% | +55.4% | +702.2% | +678.6% |
| All | +2,780.4% | +263.8% | +2,516.6% | +2,335.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling