+2,876.0%
DELL vs STLA
-3.1%
+2,879.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.1% | +5.4% | +1.3% |
| 7D | +17.1% | -13.1% | +30.2% | +22.3% |
| 30D | -35.1% | -13.3% | -21.8% | -32.5% |
| 3M | -23.3% | -27.9% | +4.6% | -15.9% |
| 6M | +55.8% | -47.8% | +103.7% | +88.6% |
| YTD | +198.0% | -64.6% | +262.5% | +302.5% |
| 1Y | +166.6% | -64.0% | +230.6% | +257.3% |
| 3Y | +427.6% | -76.8% | +504.5% | +686.3% |
| 5Y | +630.6% | -74.2% | +704.8% | +908.2% |
| All | +2,876.0% | -3.1% | +2,879.1% | +2,548.8% |
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 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