+139.3%
HOOD vs STLA
-68.6%
+207.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.1% |
| 7D | -0.6% | -6.4% | +5.7% | +2.5% |
| 30D | -23.6% | -1.3% | -22.2% | -23.6% |
| 3M | -10.7% | -19.9% | +9.2% | -1.7% |
| 6M | +8.2% | -42.9% | +51.1% | +39.4% |
| YTD | -26.3% | -59.4% | +33.1% | +8.4% |
| 1Y | -36.1% | -56.8% | +20.8% | -9.7% |
| 3Y | +950.7% | -73.1% | +1,023.8% | +1,710.9% |
| 5Y | +127.0% | -70.1% | +197.1% | +249.1% |
| All | +139.3% | -68.6% | +207.9% | +228.9% |
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