+54.7%
XEL vs STLA
-76.9%
+131.6%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.1% | +6.6% | +0.6% |
| 7D | +1.4% | -13.1% | +14.5% | +1.7% |
| 30D | +9.2% | -13.3% | +22.4% | +9.5% |
| 3M | +4.5% | -27.9% | +32.4% | +5.1% |
| 6M | +3.6% | -47.8% | +51.4% | +4.8% |
| YTD | +12.9% | -64.6% | +77.5% | +15.2% |
| 1Y | +4.1% | -64.0% | +68.1% | +6.1% |
| All | +54.7% | -76.9% | +131.6% | +59.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling