+119.9%
NDAQ vs STLA
-74.0%
+193.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +0.8% | -4.5% | +5.4% | +1.4% |
| 30D | +16.5% | -3.9% | +20.4% | +16.9% |
| 3M | +13.5% | -20.2% | +33.7% | +16.0% |
| 6M | +20.9% | -42.2% | +63.1% | +27.7% |
| YTD | +11.4% | -59.3% | +70.7% | +21.5% |
| 1Y | +25.9% | -56.1% | +82.0% | +35.8% |
| 3Y | +119.9% | -73.7% | +193.5% | +134.8% |
| All | +119.9% | -74.0% | +193.9% | +134.8% |
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 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