+2,136.3%
NDAQ vs STLA
+189.2%
+1,947.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -0.1% | -6.4% | +6.2% | +0.8% |
| 30D | +15.9% | -1.3% | +17.2% | +15.9% |
| 3M | +15.1% | -19.9% | +35.0% | +18.4% |
| 6M | +22.9% | -42.9% | +65.8% | +32.5% |
| YTD | +12.8% | -59.4% | +72.3% | +26.7% |
| 1Y | +26.0% | -56.8% | +82.8% | +39.9% |
| 3Y | +119.7% | -73.1% | +192.8% | +154.8% |
| 5Y | +65.4% | -70.1% | +135.5% | +85.4% |
| 10Y | +469.3% | +19.8% | +449.5% | +424.3% |
| All | +2,136.3% | +189.2% | +1,947.1% | +1,918.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling