+469.3%
NDAQ vs STLA
+21.0%
+448.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -0.1% | -6.4% | +6.2% | +1.2% |
| 30D | +15.9% | -1.3% | +17.2% | +15.9% |
| 3M | +15.1% | -19.9% | +35.0% | +19.5% |
| 6M | +22.9% | -42.9% | +65.8% | +35.8% |
| YTD | +12.8% | -59.4% | +72.3% | +31.8% |
| 1Y | +26.0% | -56.8% | +82.8% | +44.8% |
| 3Y | +119.7% | -73.1% | +192.8% | +168.3% |
| 5Y | +65.4% | -70.1% | +135.5% | +91.3% |
| 10Y | +469.3% | +19.8% | +449.5% | +379.8% |
| All | +469.3% | +21.0% | +448.3% | +379.8% |
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