+98.2%
DE vs STLA
-63.2%
+161.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.3% | -0.2% |
| 7D | -3.0% | +0.4% | -3.4% | -3.1% |
| 30D | +11.1% | -5.2% | +16.3% | +12.1% |
| 3M | +17.6% | -24.9% | +42.5% | +23.9% |
| 6M | +13.6% | -25.2% | +38.8% | +19.1% |
| YTD | +46.3% | -51.4% | +97.7% | +66.7% |
| 1Y | +44.2% | -40.7% | +84.9% | +54.9% |
| 3Y | +76.6% | -66.3% | +142.8% | +108.7% |
| 5Y | +98.2% | -63.2% | +161.5% | +119.0% |
| All | +98.2% | -63.2% | +161.4% | +119.0% |
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