+263.8%
STLA vs EXEL
+1,142.3%
-878.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +2.6% | +8.4% | -5.8% | +1.7% |
| 30D | -1.2% | +4.1% | -5.3% | -1.7% |
| 3M | -24.8% | +12.4% | -37.2% | -25.7% |
| 6M | -25.6% | +41.5% | -67.1% | -28.2% |
| YTD | -48.9% | +34.6% | -83.6% | -50.6% |
| 1Y | -38.8% | +57.9% | -96.6% | -41.8% |
| 3Y | -64.5% | +159.5% | -224.0% | -68.2% |
| 5Y | -62.4% | +198.5% | -260.9% | -67.0% |
| 10Y | +55.4% | +411.4% | -356.0% | +29.3% |
| All | +263.8% | +1,142.3% | -878.5% | +169.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling