+7.8%
NI vs STLA
-64.2%
+71.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.1% | +6.7% | +0.8% |
| 7D | +3.1% | -13.1% | +16.1% | +3.5% |
| 30D | +11.2% | -13.3% | +24.4% | +11.6% |
| 3M | +9.8% | -27.9% | +37.7% | +10.5% |
| 6M | -1.6% | -47.8% | +46.2% | -0.4% |
| YTD | +12.6% | -64.6% | +77.2% | +13.9% |
| 1Y | +7.8% | -64.0% | +71.8% | +8.9% |
| All | +7.8% | -64.2% | +71.9% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling