+40.4%
EXC vs STLA
-74.6%
+115.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.4% |
| 7D | +1.4% | -13.8% | +15.2% | +2.2% |
| 30D | +8.6% | -10.5% | +19.1% | +9.2% |
| 3M | +2.4% | -28.9% | +31.3% | +4.1% |
| 6M | +6.5% | -49.7% | +56.2% | +10.2% |
| YTD | +9.0% | -64.9% | +74.0% | +15.0% |
| 1Y | +4.6% | -64.0% | +68.6% | +9.9% |
| 3Y | +33.5% | -77.4% | +110.9% | +46.4% |
| All | +40.4% | -74.6% | +115.0% | +44.9% |
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