+116.8%
NDAQ vs STLA
-77.1%
+193.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | 0.0% |
| 7D | +1.3% | -13.8% | +15.0% | +2.9% |
| 30D | +18.0% | -10.5% | +28.5% | +19.3% |
| 3M | +11.5% | -28.9% | +40.4% | +15.5% |
| 6M | +21.1% | -49.7% | +70.8% | +29.9% |
| YTD | +12.8% | -64.9% | +77.7% | +25.1% |
| 1Y | +25.7% | -64.0% | +89.7% | +38.7% |
| 3Y | +116.8% | -77.4% | +194.2% | +134.9% |
| All | +116.8% | -77.1% | +193.9% | +134.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling