+609.2%
XEL vs STLA
+150.0%
+459.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.2% |
| 7D | +2.4% | -13.8% | +16.2% | +3.3% |
| 30D | +8.3% | -10.5% | +18.8% | +8.9% |
| 3M | +4.2% | -28.9% | +33.0% | +6.0% |
| 6M | +3.7% | -49.7% | +53.5% | +7.6% |
| YTD | +13.1% | -64.9% | +78.0% | +19.4% |
| 1Y | +5.0% | -64.0% | +69.0% | +10.6% |
| 3Y | +55.0% | -77.4% | +132.4% | +66.3% |
| 5Y | +51.8% | -74.4% | +126.2% | +60.0% |
| 10Y | +185.6% | -6.4% | +192.0% | +174.1% |
| All | +609.2% | +150.0% | +459.2% | +545.2% |
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