+153.4%
EXE vs STLA
-67.0%
+220.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +1.0% |
| 7D | +5.3% | -13.8% | +19.1% | +7.4% |
| 30D | -2.2% | -10.5% | +8.3% | -1.0% |
| 3M | -5.9% | -28.9% | +23.0% | -1.8% |
| 6M | -5.7% | -49.7% | +44.0% | +3.3% |
| YTD | -17.8% | -64.9% | +47.1% | -5.4% |
| 1Y | -23.1% | -64.0% | +40.9% | -12.1% |
| 3Y | +21.2% | -77.4% | +98.6% | +50.3% |
| 5Y | +78.8% | -74.4% | +153.2% | +107.8% |
| All | +153.4% | -67.0% | +220.5% | +182.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling