+271.3%
DGX vs STLA
-4.1%
+275.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | +1.6% | -13.8% | +15.3% | +3.4% |
| 30D | +11.2% | -10.5% | +21.7% | +12.6% |
| 3M | +10.4% | -28.9% | +39.3% | +14.7% |
| 6M | +37.1% | -49.7% | +86.8% | +48.5% |
| YTD | +52.1% | -64.9% | +117.0% | +71.4% |
| 1Y | +40.7% | -64.0% | +104.8% | +57.7% |
| 3Y | +107.6% | -77.4% | +185.0% | +144.0% |
| 5Y | +90.6% | -74.4% | +165.0% | +113.9% |
| All | +271.3% | -4.1% | +275.4% | +233.1% |
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