+127.9%
NOK vs STLA
-4.1%
+132.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.3% |
| 7D | +5.4% | -13.8% | +19.1% | +9.4% |
| 30D | -14.1% | -10.5% | -3.6% | -12.0% |
| 3M | -23.6% | -28.9% | +5.3% | -17.2% |
| 6M | -45.1% | -49.7% | +4.6% | -34.9% |
| YTD | +24.7% | -64.9% | +89.7% | +59.4% |
| 1Y | +19.0% | -64.0% | +83.1% | +50.4% |
| 3Y | +147.0% | -77.4% | +224.4% | +244.2% |
| 5Y | +58.2% | -74.4% | +132.6% | +105.5% |
| All | +127.9% | -4.1% | +132.0% | +96.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling