+174.8%
EXE vs STLA
-54.3%
+229.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.3% |
| 7D | -2.7% | +0.4% | -3.1% | -2.8% |
| 30D | -0.4% | -5.2% | +4.8% | +0.3% |
| 3M | +9.5% | -24.9% | +34.3% | +13.8% |
| 6M | -9.3% | -25.2% | +15.8% | -6.3% |
| YTD | -10.9% | -51.4% | +40.5% | -1.7% |
| 1Y | +4.3% | -40.7% | +45.0% | +10.0% |
| 3Y | +18.8% | -66.3% | +85.1% | +38.0% |
| 5Y | +101.4% | -63.2% | +164.7% | +121.1% |
| All | +174.8% | -54.3% | +229.1% | +193.7% |
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