+16.2%
DIA vs STLA
-41.2%
+57.4%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.1% | -0.6% |
| 7D | -1.2% | +0.4% | -1.6% | -1.3% |
| 30D | -2.7% | -5.2% | +2.5% | -2.3% |
| 3M | +3.3% | -24.9% | +28.1% | +5.4% |
| 6M | +10.4% | -25.2% | +35.6% | +12.6% |
| YTD | +10.0% | -51.4% | +61.4% | +15.1% |
| 1Y | +16.2% | -40.7% | +56.9% | +18.5% |
| All | +16.2% | -41.2% | +57.4% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling