+302.5%
NSC vs STLA
+21.0%
+281.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.1% | +1.9% |
| 7D | -5.4% | -6.4% | +1.0% | -3.8% |
| 30D | +2.9% | -1.3% | +4.3% | +3.0% |
| 3M | -2.2% | -19.9% | +17.8% | +2.7% |
| 6M | +5.3% | -42.9% | +48.2% | +20.0% |
| YTD | +14.8% | -59.4% | +74.2% | +40.9% |
| 1Y | +16.6% | -56.8% | +73.4% | +40.2% |
| 3Y | +78.6% | -73.1% | +151.7% | +135.7% |
| 5Y | +27.2% | -70.1% | +97.3% | +57.1% |
| 10Y | +302.5% | +19.8% | +282.7% | +253.0% |
| All | +302.5% | +21.0% | +281.5% | +253.0% |
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