+1,381.0%
NET vs STLA
-46.6%
+1,427.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.8% | -6.4% | -3.6% |
| 7D | -16.4% | -0.6% | -15.7% | -16.3% |
| 30D | -25.8% | +3.6% | -29.4% | -27.1% |
| 3M | -11.5% | -20.6% | +9.1% | -6.4% |
| 6M | +18.9% | -34.3% | +53.2% | +31.8% |
| YTD | +35.2% | -57.3% | +92.5% | +66.8% |
| 1Y | +14.5% | -52.6% | +67.1% | +35.3% |
| 3Y | +313.8% | -73.1% | +386.9% | +468.9% |
| 5Y | +32.6% | -68.7% | +101.3% | +61.7% |
| All | +1,381.0% | -46.6% | +1,427.6% | +1,758.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling