+149.7%
XBI vs STLA
+55.1%
+94.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.3% | -2.7% | -1.0% |
| 7D | -4.6% | -2.9% | -1.8% | -3.9% |
| 30D | -2.0% | +0.9% | -2.9% | -2.4% |
| 3M | +17.8% | -21.6% | +39.4% | +25.2% |
| 6M | +23.7% | -21.6% | +45.3% | +31.0% |
| YTD | +28.2% | -50.4% | +78.6% | +51.8% |
| 1Y | +64.0% | -43.6% | +107.5% | +84.7% |
| 3Y | +99.4% | -66.4% | +165.8% | +152.9% |
| 5Y | +19.3% | -62.3% | +81.6% | +41.1% |
| All | +149.7% | +55.1% | +94.6% | +114.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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