-64.3%
STLA vs EXEL
+164.9%
-229.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +2.6% | +8.4% | -5.8% | +1.3% |
| 30D | -1.2% | +4.1% | -5.3% | -1.9% |
| 3M | -24.8% | +12.4% | -37.2% | -26.3% |
| 6M | -25.6% | +41.5% | -67.1% | -29.6% |
| YTD | -48.9% | +34.6% | -83.6% | -51.4% |
| 1Y | -38.8% | +57.9% | -96.6% | -43.4% |
| All | -64.3% | +164.9% | -229.1% | -67.1% |
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 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