+284.9%
NSC vs STLA
-4.1%
+289.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.3% |
| 7D | +2.5% | -13.8% | +16.3% | +6.3% |
| 30D | +1.7% | -10.5% | +12.2% | +4.2% |
| 3M | -2.6% | -28.9% | +26.3% | +5.3% |
| 6M | +6.4% | -49.7% | +56.2% | +25.4% |
| YTD | +15.5% | -64.9% | +80.4% | +47.4% |
| 1Y | +17.6% | -64.0% | +81.6% | +48.6% |
| 3Y | +75.0% | -77.4% | +152.4% | +142.5% |
| 5Y | +32.2% | -74.4% | +106.6% | +70.3% |
| All | +284.9% | -4.1% | +289.0% | +224.3% |
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