+47.8%
STLA vs EXEL
+380.2%
-332.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.8% | -2.7% |
| 7D | +0.7% | +1.4% | -0.6% | +0.5% |
| 30D | -2.4% | +6.7% | -9.0% | -3.5% |
| 3M | -23.9% | +11.5% | -35.3% | -25.5% |
| 6M | -24.6% | +38.8% | -63.4% | -29.2% |
| YTD | -50.5% | +31.6% | -82.1% | -53.2% |
| 1Y | -39.8% | +53.0% | -92.9% | -44.9% |
| 3Y | -65.6% | +160.8% | -226.5% | -72.0% |
| 5Y | -62.1% | +190.1% | -252.2% | -70.2% |
| 10Y | +47.8% | +367.0% | -319.2% | +12.3% |
| All | +47.8% | +380.2% | -332.4% | +12.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling