+164.5%
XLB vs STLA
+46.8%
+117.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.5% |
| 7D | -2.9% | +0.4% | -3.3% | -3.1% |
| 30D | -3.4% | -5.2% | +1.8% | -2.1% |
| 3M | +1.6% | -24.9% | +26.5% | +9.6% |
| 6M | +3.6% | -25.2% | +28.8% | +11.2% |
| YTD | +14.2% | -51.4% | +65.7% | +36.8% |
| 1Y | +15.6% | -40.7% | +56.3% | +28.6% |
| 3Y | +33.1% | -66.3% | +99.4% | +68.8% |
| 5Y | +35.0% | -63.2% | +98.3% | +61.2% |
| 10Y | +164.5% | +48.7% | +115.8% | +121.3% |
| All | +164.5% | +46.8% | +117.8% | +121.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling