+199.1%
EXC vs STLA
+263.8%
-64.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.3% | -1.2% |
| 7D | +0.3% | +2.6% | -2.3% | 0.0% |
| 30D | -3.7% | -1.2% | -2.5% | -3.7% |
| 3M | -1.3% | -24.8% | +23.5% | +1.1% |
| 6M | -9.7% | -25.6% | +15.9% | -7.6% |
| YTD | +2.9% | -48.9% | +51.8% | +8.7% |
| 1Y | +4.4% | -38.8% | +43.2% | +7.8% |
| 3Y | +22.2% | -64.5% | +86.7% | +31.5% |
| 5Y | +46.7% | -62.4% | +109.1% | +54.3% |
| 10Y | +155.3% | +55.4% | +100.0% | +130.8% |
| All | +199.1% | +263.8% | -64.7% | +164.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling