+34.2%
DIS vs STLA
+18.3%
+15.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +5.2% | -4.5% | +9.8% | +6.5% |
| 30D | +11.5% | -3.9% | +15.4% | +12.2% |
| 3M | +11.5% | -20.2% | +31.7% | +17.4% |
| 6M | +8.9% | -42.2% | +51.0% | +24.7% |
| YTD | +3.4% | -59.3% | +62.7% | +28.6% |
| 1Y | +7.2% | -56.1% | +63.2% | +29.6% |
| 3Y | +43.3% | -73.7% | +117.0% | +92.8% |
| 5Y | -31.4% | -70.3% | +38.8% | -14.1% |
| All | +34.2% | +18.3% | +15.8% | +24.4% |
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