-30.8%
DOW vs STLA
-70.4%
+39.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -9.4% | -6.4% | -3.1% | -7.7% |
| 30D | +8.9% | -1.3% | +10.3% | +8.8% |
| 3M | +6.7% | -19.9% | +26.7% | +12.9% |
| 6M | -14.2% | -42.9% | +28.7% | +0.5% |
| YTD | +36.9% | -59.4% | +96.3% | +77.4% |
| 1Y | +45.8% | -56.8% | +102.6% | +83.1% |
| 3Y | -23.9% | -73.1% | +49.2% | +7.2% |
| 5Y | -30.8% | -70.1% | +39.3% | -11.0% |
| All | -30.8% | -70.4% | +39.6% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling