+57.5%
DIA vs STLA
-74.0%
+131.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -0.9% | -4.5% | +3.6% | -0.3% |
| 30D | +0.3% | -3.9% | +4.2% | +0.7% |
| 3M | -4.5% | -20.2% | +15.7% | -1.8% |
| 6M | +3.4% | -42.2% | +45.5% | +10.9% |
| YTD | +7.8% | -59.3% | +67.1% | +20.9% |
| 1Y | +10.7% | -56.1% | +66.8% | +22.2% |
| 3Y | +57.5% | -73.7% | +131.2% | +79.3% |
| All | +57.5% | -74.0% | +131.6% | +79.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling