+3,047.2%
DELL vs STLA
+6.0%
+3,041.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.0% | -6.1% | -6.8% |
| 7D | +4.9% | -13.8% | +18.6% | +9.7% |
| 30D | -32.1% | -10.5% | -21.5% | -30.2% |
| 3M | -30.2% | -28.9% | -1.4% | -23.2% |
| 6M | +41.7% | -49.7% | +91.4% | +73.2% |
| YTD | +176.6% | -64.9% | +241.5% | +273.0% |
| 1Y | +159.9% | -64.0% | +224.0% | +246.7% |
| 3Y | +388.0% | -77.4% | +465.4% | +628.7% |
| 5Y | +578.2% | -74.4% | +652.6% | +834.8% |
| 10Y | +2,653.4% | -6.4% | +2,659.7% | +2,410.0% |
| All | +3,047.2% | +6.0% | +3,041.2% | +2,796.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling