+107.3%
VGT vs STLA
-76.9%
+184.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.1% | +5.5% | +0.6% |
| 7D | +5.6% | -13.1% | +18.7% | +8.4% |
| 30D | -10.6% | -13.3% | +2.7% | -8.4% |
| 3M | -6.9% | -27.9% | +21.0% | -1.3% |
| 6M | +0.9% | -47.8% | +48.8% | +14.0% |
| YTD | +20.4% | -64.6% | +85.0% | +45.4% |
| 1Y | +17.4% | -64.0% | +81.4% | +40.7% |
| All | +107.3% | -76.9% | +184.2% | +161.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling