+15.5%
NSC vs STLA
-57.6%
+73.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.1% | +1.9% |
| 7D | -5.4% | -6.4% | +1.0% | -4.9% |
| 30D | +2.9% | -1.3% | +4.3% | +3.0% |
| 3M | -2.2% | -19.9% | +17.8% | -0.5% |
| 6M | +5.3% | -42.9% | +48.2% | +10.2% |
| YTD | +14.8% | -59.4% | +74.2% | +23.8% |
| All | +15.5% | -57.6% | +73.1% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling