+113.1%
NI vs STLA
-72.6%
+185.7%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +0.9% |
| 7D | +0.6% | -11.6% | +12.2% | +1.6% |
| 30D | +11.2% | -6.2% | +17.4% | +11.7% |
| 3M | +9.2% | -24.6% | +33.7% | +11.5% |
| 6M | -1.8% | -44.9% | +43.1% | +2.9% |
| YTD | +12.0% | -62.3% | +74.3% | +21.0% |
| 1Y | +6.4% | -61.8% | +68.2% | +14.7% |
| 3Y | +99.4% | -75.3% | +174.7% | +122.8% |
| 5Y | +113.1% | -72.5% | +185.6% | +128.5% |
| All | +113.1% | -72.6% | +185.7% | +128.5% |
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