+45.7%
EXC vs STLA
-63.2%
+108.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.5% |
| 7D | +0.3% | +0.4% | 0.0% | +0.3% |
| 30D | -0.9% | -5.2% | +4.3% | -0.6% |
| 3M | -2.7% | -24.9% | +22.2% | -1.2% |
| 6M | -9.4% | -25.2% | +15.8% | -8.2% |
| YTD | +3.0% | -51.4% | +54.5% | +7.0% |
| 1Y | +5.1% | -40.7% | +45.8% | +7.1% |
| 3Y | +20.6% | -66.3% | +86.9% | +28.6% |
| 5Y | +45.7% | -63.2% | +109.0% | +46.9% |
| All | +45.7% | -63.2% | +108.9% | +46.9% |
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