+36.6%
DIS vs STLA
+21.0%
+15.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.3% | +2.1% |
| 7D | +5.3% | -6.4% | +11.7% | +7.1% |
| 30D | +10.2% | -1.3% | +11.6% | +10.2% |
| 3M | +13.5% | -19.9% | +33.5% | +19.4% |
| 6M | +11.1% | -42.9% | +54.0% | +27.8% |
| YTD | +5.5% | -59.4% | +64.9% | +31.3% |
| 1Y | +9.1% | -56.8% | +66.0% | +32.7% |
| 3Y | +36.0% | -73.1% | +109.1% | +81.8% |
| 5Y | -29.8% | -70.1% | +40.2% | -12.3% |
| 10Y | +36.6% | +19.8% | +16.8% | +26.8% |
| All | +36.6% | +21.0% | +15.6% | +26.8% |
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