+558.6%
QQQ vs STLA
+55.1%
+503.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | +0.3% |
| 7D | -0.6% | -2.9% | +2.3% | +0.2% |
| 30D | -1.2% | +0.9% | -2.2% | -1.7% |
| 3M | -0.2% | -21.6% | +21.4% | +5.9% |
| 6M | +17.9% | -21.6% | +39.5% | +24.5% |
| YTD | +16.6% | -50.4% | +67.1% | +37.0% |
| 1Y | +23.0% | -43.6% | +66.6% | +38.0% |
| 3Y | +92.9% | -66.4% | +159.4% | +140.4% |
| 5Y | +95.6% | -62.3% | +157.9% | +128.6% |
| All | +558.6% | +55.1% | +503.5% | +486.6% |
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