+94.5%
QQQ vs STLA
-63.2%
+157.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.2% |
| 7D | +1.0% | +0.4% | +0.6% | +0.9% |
| 30D | -0.6% | -5.2% | +4.6% | +0.5% |
| 3M | +1.3% | -24.9% | +26.2% | +8.7% |
| 6M | +18.1% | -25.2% | +43.3% | +26.3% |
| YTD | +16.9% | -51.4% | +68.3% | +38.5% |
| 1Y | +24.0% | -40.7% | +64.7% | +36.4% |
| 3Y | +95.6% | -66.3% | +161.9% | +142.8% |
| 5Y | +94.5% | -63.2% | +157.7% | +115.7% |
| All | +94.5% | -63.2% | +157.7% | +115.7% |
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