+29.0%
XEL vs STLA
-63.2%
+92.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.8% |
| 7D | +0.9% | +0.4% | +0.5% | +0.9% |
| 30D | -0.9% | -5.2% | +4.3% | -0.7% |
| 3M | -1.4% | -24.9% | +23.4% | -0.1% |
| 6M | -5.8% | -25.2% | +19.4% | -4.7% |
| YTD | +4.7% | -51.4% | +56.1% | +8.5% |
| 1Y | +9.1% | -40.7% | +49.7% | +10.9% |
| 3Y | +47.8% | -66.3% | +114.1% | +55.4% |
| 5Y | +29.0% | -63.2% | +92.3% | +29.6% |
| All | +29.0% | -63.2% | +92.2% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling