+0.1%
DOW vs STLA
-52.4%
+52.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | +5.2% | -13.8% | +19.0% | +11.5% |
| 30D | +13.2% | -10.5% | +23.7% | +17.3% |
| 3M | +10.1% | -28.9% | +39.0% | +24.0% |
| 6M | -13.1% | -49.7% | +36.7% | +12.7% |
| YTD | +46.1% | -64.9% | +111.0% | +115.0% |
| 1Y | +50.0% | -64.0% | +114.1% | +116.9% |
| 3Y | -20.2% | -77.4% | +57.2% | +37.1% |
| 5Y | -27.7% | -74.4% | +46.8% | +10.4% |
| All | +0.1% | -52.4% | +52.5% | -7.3% |
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