-23.9%
DOW vs STLA
-73.7%
+49.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -9.4% | -6.4% | -3.1% | -7.9% |
| 30D | +8.9% | -1.3% | +10.3% | +8.8% |
| 3M | +6.7% | -19.9% | +26.7% | +12.5% |
| 6M | -14.2% | -42.9% | +28.7% | -0.3% |
| YTD | +36.9% | -59.4% | +96.3% | +77.7% |
| 1Y | +45.8% | -56.8% | +102.6% | +82.6% |
| 3Y | -23.9% | -73.1% | +49.2% | +1.4% |
| All | -23.9% | -73.7% | +49.8% | +1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling