+1,890.1%
NDAQ vs STLA
+263.8%
+1,626.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.1% | -2.0% |
| 7D | -2.4% | +2.6% | -5.0% | -2.8% |
| 30D | +2.5% | -1.2% | +3.7% | +2.5% |
| 3M | +9.9% | -24.8% | +34.7% | +14.3% |
| 6M | +9.4% | -25.6% | +35.0% | +13.5% |
| YTD | +0.4% | -48.9% | +49.4% | +9.4% |
| 1Y | +4.0% | -38.8% | +42.8% | +9.6% |
| 3Y | +94.4% | -64.5% | +158.9% | +116.9% |
| 5Y | +56.7% | -62.4% | +119.2% | +70.3% |
| 10Y | +375.3% | +55.4% | +319.9% | +322.9% |
| All | +1,890.1% | +263.8% | +1,626.3% | +1,642.7% |
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