-58.9%
STLA vs EXEL
+72.0%
-130.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -3.4% |
| 7D | -4.9% | -2.4% | -2.5% | -4.6% |
| 30D | -4.9% | +17.9% | -22.8% | -6.9% |
| 3M | -23.7% | +33.3% | -56.9% | -26.5% |
| 6M | -45.0% | +46.6% | -91.5% | -48.0% |
| YTD | -60.9% | +61.0% | -121.9% | -63.1% |
| 1Y | -58.9% | +70.4% | -129.3% | -62.2% |
| All | -58.9% | +72.0% | -130.9% | -62.2% |
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