+150.1%
EXE vs STLA
-63.2%
+213.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.6% | +5.9% | +2.8% |
| 7D | -2.2% | -4.9% | +2.7% | -1.6% |
| 30D | -0.3% | -4.9% | +4.6% | +0.1% |
| 3M | -9.3% | -23.7% | +14.3% | -6.2% |
| 6M | -7.2% | -45.0% | +37.7% | +0.4% |
| YTD | -18.9% | -60.9% | +42.0% | -8.0% |
| 1Y | -21.7% | -58.9% | +37.2% | -12.2% |
| 3Y | +21.0% | -74.4% | +95.4% | +47.2% |
| 5Y | +76.0% | -71.5% | +147.5% | +101.6% |
| All | +150.1% | -63.2% | +213.3% | +174.8% |
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