+64.1%
DIA vs STLA
-62.5%
+126.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +1.9% | -0.6% |
| 7D | +0.1% | +0.7% | -0.7% | -0.1% |
| 30D | -2.1% | -2.4% | +0.3% | -1.8% |
| 3M | +4.2% | -23.9% | +28.0% | +9.2% |
| 6M | +11.9% | -24.6% | +36.5% | +17.0% |
| YTD | +10.8% | -50.5% | +61.3% | +24.7% |
| 1Y | +17.5% | -39.8% | +57.4% | +25.5% |
| 3Y | +59.9% | -65.6% | +125.6% | +85.9% |
| 5Y | +64.1% | -62.1% | +126.2% | +76.9% |
| All | +64.1% | -62.5% | +126.7% | +76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling