+1,022.8%
NBIS vs STLA
-55.0%
+1,077.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.3% | -3.8% | -2.0% |
| 7D | -0.8% | -2.9% | +2.1% | -0.3% |
| 30D | -13.4% | +0.9% | -14.3% | -13.6% |
| 3M | +1.0% | -21.6% | +22.7% | +6.0% |
| 6M | +100.5% | -21.6% | +122.1% | +110.7% |
| YTD | +168.3% | -50.4% | +218.7% | +212.0% |
| 1Y | +151.8% | -43.6% | +195.3% | +171.1% |
| All | +1,022.8% | -55.0% | +1,077.7% | +1,093.9% |
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