-73.1%
STLA vs EXEL
+244.2%
-317.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.7% |
| 7D | -6.4% | +2.3% | -8.7% | -6.7% |
| 30D | -1.3% | +19.8% | -21.2% | -4.0% |
| 3M | -19.9% | +32.7% | -52.6% | -23.4% |
| 6M | -42.9% | +49.0% | -91.9% | -46.5% |
| YTD | -59.4% | +63.7% | -123.1% | -62.6% |
| 1Y | -56.8% | +75.8% | -132.6% | -60.7% |
| 3Y | -73.1% | +241.3% | -314.4% | -76.2% |
| All | -73.1% | +244.2% | -317.3% | -76.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling