+92.6%
NDAQ vs STLA
-65.4%
+158.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -1.6% |
| 7D | -2.6% | +0.7% | -3.3% | -2.6% |
| 30D | +0.5% | -2.4% | +2.8% | +0.7% |
| 3M | +9.9% | -23.9% | +33.8% | +13.1% |
| 6M | +8.2% | -24.6% | +32.8% | +11.0% |
| YTD | -1.5% | -50.5% | +49.0% | +5.6% |
| 1Y | +1.3% | -39.8% | +41.2% | +5.3% |
| 3Y | +92.6% | -65.6% | +158.2% | +93.6% |
| All | +92.6% | -65.4% | +158.0% | +93.6% |
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 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