+140.2%
NI vs STLA
+55.1%
+85.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.3% |
| 7D | 0.0% | -2.9% | +2.9% | +0.4% |
| 30D | -1.4% | +0.9% | -2.3% | -1.6% |
| 3M | -10.6% | -21.6% | +11.0% | -8.2% |
| 6M | -9.3% | -21.6% | +12.3% | -7.3% |
| YTD | +1.1% | -50.4% | +51.6% | +8.7% |
| 1Y | +3.4% | -43.6% | +47.0% | +8.7% |
| 3Y | +67.9% | -66.4% | +134.3% | +85.6% |
| 5Y | +98.0% | -62.3% | +160.3% | +110.5% |
| All | +140.2% | +55.1% | +85.1% | +118.7% |
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