+499.6%
PLTR vs STLA
-70.1%
+569.6%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | -12.9% | -4.5% | -8.4% | -11.3% |
| 30D | -17.4% | -3.9% | -13.5% | -16.6% |
| 3M | +2.9% | -20.2% | +23.0% | +11.4% |
| 6M | +19.9% | -42.2% | +62.0% | +47.4% |
| YTD | -9.8% | -59.3% | +49.5% | +24.7% |
| 1Y | -8.4% | -56.1% | +47.7% | +21.2% |
| 3Y | +765.0% | -73.7% | +838.7% | +1,294.3% |
| All | +499.6% | -70.1% | +569.6% | +654.0% |
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 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