+1,291.0%
NI vs STLA
+152.6%
+1,138.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.1% | +6.7% | +1.1% |
| 7D | +3.1% | -13.1% | +16.1% | +4.3% |
| 30D | +11.2% | -13.3% | +24.4% | +12.4% |
| 3M | +9.8% | -27.9% | +37.7% | +12.5% |
| 6M | -1.6% | -47.8% | +46.2% | +3.4% |
| YTD | +12.6% | -64.6% | +77.2% | +21.7% |
| 1Y | +7.8% | -64.0% | +71.8% | +16.2% |
| 3Y | +100.5% | -76.8% | +177.3% | +121.4% |
| 5Y | +114.4% | -74.2% | +188.6% | +131.4% |
| 10Y | +193.9% | -5.4% | +199.3% | +183.6% |
| All | +1,291.0% | +152.6% | +1,138.4% | +1,156.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling