+102.7%
NOK vs STLA
-63.2%
+165.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.5% |
| 7D | +9.3% | +0.4% | +9.0% | +9.1% |
| 30D | +17.9% | -5.2% | +23.1% | +19.1% |
| 3M | -22.3% | -24.9% | +2.5% | -16.5% |
| 6M | +36.4% | -25.2% | +61.6% | +45.8% |
| YTD | +66.3% | -51.4% | +117.7% | +97.5% |
| 1Y | +134.4% | -40.7% | +175.1% | +157.2% |
| 3Y | +186.6% | -66.3% | +252.8% | +264.5% |
| 5Y | +102.7% | -63.2% | +165.9% | +129.5% |
| All | +102.7% | -63.2% | +165.9% | +129.5% |
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