+2,107.9%
NDAQ vs STLA
+189.9%
+1,918.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +0.8% | -4.5% | +5.4% | +1.5% |
| 30D | +16.5% | -3.9% | +20.4% | +17.0% |
| 3M | +13.5% | -20.2% | +33.7% | +16.8% |
| 6M | +20.9% | -42.2% | +63.1% | +30.1% |
| YTD | +11.4% | -59.3% | +70.7% | +25.0% |
| 1Y | +25.9% | -56.1% | +82.0% | +39.4% |
| 3Y | +119.9% | -73.7% | +193.5% | +155.8% |
| 5Y | +61.7% | -70.3% | +132.0% | +81.5% |
| 10Y | +481.6% | +23.1% | +458.5% | +434.2% |
| All | +2,107.9% | +189.9% | +1,918.0% | +1,892.5% |
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