+3,922.7%
DELL vs STLA
+51.6%
+3,871.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.2% | -5.2% | -5.3% |
| 7D | -1.9% | -3.8% | +1.9% | -0.7% |
| 30D | +14.9% | -3.1% | +18.0% | +15.5% |
| 3M | +37.2% | -19.6% | +56.8% | +45.7% |
| 6M | +254.0% | -23.5% | +277.5% | +280.5% |
| YTD | +306.1% | -51.5% | +357.7% | +398.4% |
| 1Y | +312.3% | -39.7% | +351.9% | +362.4% |
| 3Y | +654.0% | -66.3% | +720.4% | +894.1% |
| 5Y | +1,055.3% | -63.1% | +1,118.5% | +1,325.6% |
| All | +3,922.7% | +51.6% | +3,871.1% | +3,218.9% |
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 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