+488.5%
NDAQ vs STLA
-4.1%
+492.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | 0.0% |
| 7D | +1.3% | -13.8% | +15.0% | +4.1% |
| 30D | +18.0% | -10.5% | +28.5% | +20.2% |
| 3M | +11.5% | -28.9% | +40.4% | +18.4% |
| 6M | +21.1% | -49.7% | +70.8% | +37.2% |
| YTD | +12.8% | -64.9% | +77.7% | +35.5% |
| 1Y | +25.7% | -64.0% | +89.7% | +49.7% |
| 3Y | +116.8% | -77.4% | +194.2% | +174.4% |
| 5Y | +67.3% | -74.4% | +141.7% | +99.5% |
| All | +488.5% | -4.1% | +492.6% | +425.6% |
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