+36.3%
DIS vs STLA
+12.4%
+23.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.7% | +1.1% |
| 7D | +4.4% | -4.9% | +9.3% | +5.8% |
| 30D | +10.3% | -4.9% | +15.2% | +11.3% |
| 3M | +15.5% | -23.7% | +39.2% | +23.1% |
| 6M | +11.2% | -45.0% | +56.2% | +29.3% |
| YTD | +5.6% | -60.9% | +66.5% | +32.8% |
| 1Y | +7.7% | -58.9% | +66.6% | +32.9% |
| 3Y | +39.3% | -74.4% | +113.7% | +89.3% |
| 5Y | -29.5% | -71.5% | +42.0% | -10.6% |
| 10Y | +36.3% | +5.3% | +31.0% | +26.9% |
| All | +36.3% | +12.4% | +23.9% | +26.9% |
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 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