+191.9%
NI vs STLA
-3.1%
+195.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.1% | +6.7% | +1.3% |
| 7D | +3.1% | -13.1% | +16.1% | +4.8% |
| 30D | +11.2% | -13.3% | +24.4% | +12.8% |
| 3M | +9.8% | -27.9% | +37.7% | +13.7% |
| 6M | -1.6% | -47.8% | +46.2% | +5.6% |
| YTD | +12.6% | -64.6% | +77.2% | +25.9% |
| 1Y | +7.8% | -64.0% | +71.8% | +20.0% |
| 3Y | +100.5% | -76.8% | +177.3% | +132.2% |
| 5Y | +114.4% | -74.2% | +188.6% | +138.8% |
| All | +191.9% | -3.1% | +195.0% | +165.7% |
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