+95.8%
NI vs STLA
-63.2%
+158.9%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.3% | -0.4% |
| 7D | +1.3% | +0.4% | +0.9% | +1.2% |
| 30D | -0.3% | -5.2% | +4.9% | +0.1% |
| 3M | -9.5% | -24.9% | +15.4% | -7.4% |
| 6M | -10.2% | -25.2% | +14.9% | -8.4% |
| YTD | +1.8% | -51.4% | +53.2% | +7.7% |
| 1Y | +5.7% | -40.7% | +46.4% | +9.0% |
| 3Y | +69.6% | -66.3% | +135.9% | +83.8% |
| 5Y | +95.8% | -63.2% | +159.0% | +101.0% |
| All | +95.8% | -63.2% | +158.9% | +101.0% |
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