+1,106.2%
DELL vs STLA
-63.2%
+1,169.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.1% | +0.8% |
| 7D | +8.7% | +0.4% | +8.4% | +8.6% |
| 30D | +16.9% | -5.2% | +22.1% | +18.4% |
| 3M | +40.4% | -24.9% | +65.3% | +52.6% |
| 6M | +267.1% | -25.2% | +292.2% | +297.3% |
| YTD | +329.1% | -51.4% | +380.5% | +427.9% |
| 1Y | +346.9% | -40.7% | +387.6% | +402.1% |
| 3Y | +696.6% | -66.3% | +762.9% | +937.1% |
| 5Y | +1,106.2% | -63.2% | +1,169.4% | +1,310.8% |
| All | +1,106.2% | -63.2% | +1,169.4% | +1,310.8% |
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 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