-52.6%
STLA vs EXEL
+92.4%
-145.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.6% | +3.2% | +3.7% |
| 7D | -0.6% | +9.8% | -10.4% | -2.1% |
| 30D | +3.6% | +23.6% | -20.1% | +0.3% |
| 3M | -20.6% | +29.9% | -50.6% | -23.9% |
| 6M | -34.3% | +64.7% | -99.0% | -39.9% |
| YTD | -57.3% | +66.0% | -123.3% | -60.7% |
| 1Y | -52.6% | +92.0% | -144.6% | -60.1% |
| All | -52.6% | +92.4% | -145.1% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling