+112.5%
NET vs STLA
-62.4%
+174.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.2% | -2.4% |
| 7D | -7.0% | +2.6% | -9.6% | -7.8% |
| 30D | -4.8% | -1.2% | -3.5% | -4.4% |
| 3M | +3.8% | -24.8% | +28.6% | +14.7% |
| 6M | +50.0% | -25.6% | +75.6% | +63.5% |
| YTD | +41.5% | -48.9% | +90.4% | +74.8% |
| 1Y | +32.8% | -38.8% | +71.6% | +47.1% |
| 3Y | +335.9% | -64.5% | +400.4% | +484.4% |
| All | +112.5% | -62.4% | +174.8% | +132.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling