+1,119.4%
NBIS vs STLA
-55.1%
+1,174.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.1% | +10.8% | +8.3% |
| 7D | +22.2% | +0.7% | +21.5% | +22.0% |
| 30D | +29.7% | -2.4% | +32.1% | +30.0% |
| 3M | +11.9% | -23.9% | +35.7% | +18.2% |
| 6M | +173.0% | -24.6% | +197.6% | +189.1% |
| YTD | +191.4% | -50.5% | +241.9% | +239.0% |
| 1Y | +280.7% | -39.8% | +320.5% | +295.5% |
| All | +1,119.4% | -55.1% | +1,174.5% | +1,197.2% |
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