+3,290.5%
DELL vs STLA
+7.1%
+3,283.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.1% | +5.4% | +1.2% |
| 7D | +17.1% | -13.1% | +30.2% | +22.2% |
| 30D | -35.1% | -13.3% | -21.8% | -32.6% |
| 3M | -23.3% | -27.9% | +4.6% | -16.0% |
| 6M | +55.8% | -47.8% | +103.7% | +88.1% |
| YTD | +198.0% | -64.6% | +262.5% | +300.4% |
| 1Y | +166.6% | -64.0% | +230.6% | +255.5% |
| 3Y | +427.6% | -76.8% | +504.5% | +680.9% |
| 5Y | +630.6% | -74.2% | +704.8% | +903.5% |
| 10Y | +2,866.3% | -5.4% | +2,871.7% | +2,594.6% |
| All | +3,290.5% | +7.1% | +3,283.5% | +3,008.9% |
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 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