+70.6%
NI vs STLA
-65.4%
+135.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.3% | +1.4% |
| 7D | +2.3% | +0.7% | +1.5% | +2.2% |
| 30D | -1.7% | -2.4% | +0.7% | -1.6% |
| 3M | -8.0% | -23.9% | +15.9% | -6.7% |
| 6M | -8.6% | -24.6% | +16.0% | -7.5% |
| YTD | +2.3% | -50.5% | +52.8% | +5.9% |
| 1Y | +6.9% | -39.8% | +46.8% | +8.8% |
| 3Y | +70.6% | -65.6% | +136.2% | +70.3% |
| All | +70.6% | -65.4% | +135.9% | +70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling