+494.7%
TECH vs STLA
+189.2%
+305.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +0.2% | -6.4% | +6.6% | +1.3% |
| 30D | +0.5% | -1.3% | +1.8% | +0.5% |
| 3M | +0.9% | -19.9% | +20.8% | +4.0% |
| 6M | +51.0% | -42.9% | +93.9% | +64.3% |
| YTD | +24.4% | -59.4% | +83.8% | +41.7% |
| 1Y | +27.6% | -56.8% | +84.4% | +43.6% |
| 3Y | +29.9% | -73.1% | +103.0% | +55.0% |
| 5Y | -40.6% | -70.1% | +29.4% | -31.4% |
| 10Y | +196.7% | +19.8% | +177.0% | +198.4% |
| All | +494.7% | +189.2% | +305.5% | +492.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling