+755.9%
DE vs STLA
-4.1%
+760.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.3% | -0.5% |
| 7D | +0.3% | -13.8% | +14.1% | +4.3% |
| 30D | +3.6% | -10.5% | +14.1% | +6.2% |
| 3M | +10.2% | -28.9% | +39.1% | +19.5% |
| 6M | +16.6% | -49.7% | +66.3% | +38.3% |
| YTD | +45.8% | -64.9% | +110.7% | +88.0% |
| 1Y | +43.9% | -64.0% | +107.9% | +83.6% |
| 3Y | +89.6% | -77.4% | +167.0% | +166.2% |
| 5Y | +100.3% | -74.4% | +174.8% | +159.1% |
| All | +755.9% | -4.1% | +760.0% | +691.7% |
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 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