+877.1%
XBI vs STLA
+252.7%
+624.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +1.9% | -0.5% |
| 7D | -0.9% | +0.7% | -1.6% | -1.1% |
| 30D | +2.9% | -2.4% | +5.3% | +3.3% |
| 3M | +26.2% | -23.9% | +50.1% | +33.1% |
| 6M | +30.7% | -24.6% | +55.3% | +37.8% |
| YTD | +32.9% | -50.5% | +83.4% | +51.5% |
| 1Y | +72.3% | -39.8% | +112.1% | +86.4% |
| 3Y | +107.2% | -65.6% | +172.8% | +147.2% |
| 5Y | +23.2% | -62.1% | +85.3% | +41.1% |
| 10Y | +158.5% | +47.8% | +110.8% | +128.0% |
| All | +877.1% | +252.7% | +624.4% | +761.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling