+309.6%
NSC vs STLA
+18.3%
+291.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.8% |
| 7D | -6.6% | -4.5% | -2.1% | -5.5% |
| 30D | +2.2% | -3.9% | +6.1% | +2.8% |
| 3M | -6.2% | -20.2% | +14.0% | -1.5% |
| 6M | +1.7% | -42.2% | +43.9% | +15.5% |
| YTD | +12.2% | -59.3% | +71.5% | +37.7% |
| 1Y | +15.4% | -56.1% | +71.5% | +38.1% |
| 3Y | +73.3% | -73.7% | +147.0% | +130.2% |
| 5Y | +24.7% | -70.3% | +95.0% | +54.3% |
| All | +309.6% | +18.3% | +291.3% | +268.0% |
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