-10.9%
DOW vs STLA
-34.0%
+23.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | +0.2% |
| 7D | -6.0% | +0.4% | -6.4% | -6.3% |
| 30D | -2.7% | -5.2% | +2.5% | -1.1% |
| 3M | -10.5% | -24.9% | +14.4% | +0.1% |
| 6M | -12.4% | -25.2% | +12.7% | -4.6% |
| YTD | +30.0% | -51.4% | +81.4% | +70.0% |
| 1Y | +27.8% | -40.7% | +68.5% | +48.1% |
| 3Y | -34.9% | -66.3% | +31.3% | -5.2% |
| 5Y | -35.9% | -63.2% | +27.4% | -15.4% |
| All | -10.9% | -34.0% | +23.1% | -26.7% |
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