+380.3%
NDAQ vs STLA
+46.8%
+333.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.5% |
| 7D | -1.6% | +0.4% | -1.9% | -1.6% |
| 30D | -1.5% | -5.2% | +3.7% | -0.6% |
| 3M | +8.0% | -24.9% | +32.9% | +13.7% |
| 6M | +7.7% | -25.2% | +32.9% | +12.9% |
| YTD | -2.3% | -51.4% | +49.1% | +10.3% |
| 1Y | +0.6% | -40.7% | +41.3% | +8.1% |
| 3Y | +90.9% | -66.3% | +157.2% | +122.6% |
| 5Y | +52.5% | -63.2% | +115.7% | +69.5% |
| 10Y | +380.3% | +48.7% | +331.5% | +318.4% |
| All | +380.3% | +46.8% | +333.5% | +318.4% |
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