+138.6%
NOK vs STLA
+55.1%
+83.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.3% | +2.5% | +4.2% |
| 7D | +11.0% | -2.9% | +13.8% | +11.8% |
| 30D | +7.8% | +0.9% | +6.9% | +7.2% |
| 3M | -21.0% | -21.6% | +0.6% | -16.2% |
| 6M | +40.9% | -21.6% | +62.5% | +48.6% |
| YTD | +72.0% | -50.4% | +122.4% | +101.7% |
| 1Y | +140.9% | -43.6% | +184.5% | +169.7% |
| 3Y | +194.3% | -66.4% | +260.7% | +269.3% |
| 5Y | +112.5% | -62.3% | +174.8% | +150.4% |
| All | +138.6% | +55.1% | +83.5% | +79.1% |
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