+658.8%
DIA vs STLA
+263.8%
+395.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.7% |
| 7D | -0.2% | +2.6% | -2.8% | -0.6% |
| 30D | -1.5% | -1.2% | -0.3% | -1.4% |
| 3M | +3.8% | -24.8% | +28.5% | +8.5% |
| 6M | +10.3% | -25.6% | +35.8% | +15.1% |
| YTD | +12.1% | -48.9% | +61.0% | +23.7% |
| 1Y | +18.6% | -38.8% | +57.4% | +26.0% |
| 3Y | +60.6% | -64.5% | +125.2% | +83.1% |
| 5Y | +64.4% | -62.4% | +126.9% | +82.1% |
| 10Y | +250.1% | +55.4% | +194.7% | +214.4% |
| All | +658.8% | +263.8% | +395.0% | +555.5% |
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 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