+178.5%
EXE vs STLA
-52.0%
+230.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.4% | -1.3% |
| 7D | -0.3% | +2.6% | -2.8% | -0.7% |
| 30D | +8.5% | -1.2% | +9.7% | +8.5% |
| 3M | +5.5% | -24.8% | +30.2% | +9.6% |
| 6M | -5.9% | -25.6% | +19.7% | -2.6% |
| YTD | -9.7% | -48.9% | +39.2% | -1.1% |
| 1Y | +3.6% | -38.8% | +42.3% | +8.8% |
| 3Y | +18.0% | -64.5% | +82.6% | +36.1% |
| 5Y | +109.4% | -62.4% | +171.9% | +130.0% |
| All | +178.5% | -52.0% | +230.5% | +195.5% |
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