+534.7%
QQQ vs STLA
-4.1%
+538.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | +3.6% | -13.8% | +17.4% | +7.6% |
| 30D | -6.7% | -10.5% | +3.8% | -4.4% |
| 3M | -7.0% | -28.9% | +21.8% | +0.7% |
| 6M | -4.7% | -49.7% | +45.1% | +12.9% |
| YTD | +11.1% | -64.9% | +76.0% | +42.3% |
| 1Y | +12.3% | -64.0% | +76.3% | +42.4% |
| 3Y | +83.3% | -77.4% | +160.7% | +154.1% |
| 5Y | +77.5% | -74.4% | +151.9% | +129.0% |
| All | +534.7% | -4.1% | +538.8% | +498.3% |
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