+21.3%
NOK vs STLA
-53.0%
+74.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.8% | -6.4% | -2.8% |
| 7D | -10.4% | -0.6% | -9.8% | -10.4% |
| 30D | -19.0% | +3.6% | -22.6% | -19.2% |
| 3M | -16.7% | -20.6% | +3.9% | -16.3% |
| 6M | -37.1% | -34.3% | -2.8% | -36.1% |
| YTD | +27.7% | -57.3% | +85.0% | +25.8% |
| 1Y | +21.3% | -52.6% | +73.9% | +14.4% |
| All | +21.3% | -53.0% | +74.3% | +14.4% |
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