+78.9%
INFY vs STLA
+55.1%
+23.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.3% | -0.8% | +0.9% |
| 7D | -5.4% | -2.9% | -2.5% | -4.7% |
| 30D | -9.9% | +0.9% | -10.8% | -10.1% |
| 3M | -4.6% | -21.6% | +17.1% | +0.5% |
| 6M | -18.5% | -21.6% | +3.2% | -14.6% |
| YTD | -36.5% | -50.4% | +13.9% | -27.0% |
| 1Y | -32.8% | -43.6% | +10.8% | -25.6% |
| 3Y | -32.2% | -66.4% | +34.2% | -18.2% |
| 5Y | -44.7% | -62.3% | +17.6% | -37.1% |
| All | +78.9% | +55.1% | +23.8% | +56.5% |
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