-34.6%
DOW vs STLA
-65.4%
+30.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +1.3% |
| 7D | -2.9% | +0.7% | -3.7% | -3.3% |
| 30D | +2.0% | -2.4% | +4.3% | +2.3% |
| 3M | -12.5% | -23.9% | +11.3% | -5.7% |
| 6M | -9.2% | -24.6% | +15.4% | -4.0% |
| YTD | +30.8% | -50.5% | +81.3% | +60.9% |
| 1Y | +29.4% | -39.8% | +69.2% | +43.0% |
| 3Y | -34.6% | -65.6% | +31.1% | -16.1% |
| All | -34.6% | -65.4% | +30.8% | -16.1% |
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