+608.2%
XEL vs STLA
+152.6%
+455.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.1% | +6.6% | +0.8% |
| 7D | +1.4% | -13.1% | +14.5% | +2.2% |
| 30D | +9.2% | -13.3% | +22.4% | +10.0% |
| 3M | +4.5% | -27.9% | +32.4% | +6.3% |
| 6M | +3.6% | -47.8% | +51.4% | +7.2% |
| YTD | +12.9% | -64.6% | +77.5% | +19.1% |
| 1Y | +4.1% | -64.0% | +68.1% | +9.7% |
| 3Y | +52.3% | -76.8% | +129.2% | +63.2% |
| 5Y | +51.6% | -74.2% | +125.8% | +59.7% |
| 10Y | +185.2% | -5.4% | +190.6% | +173.6% |
| All | +608.2% | +152.6% | +455.7% | +543.9% |
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