+164.7%
XLB vs STLA
-3.1%
+167.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.1% | +4.8% | +0.4% |
| 7D | 0.0% | -13.1% | +13.1% | +4.0% |
| 30D | +5.3% | -13.3% | +18.5% | +9.1% |
| 3M | 0.0% | -27.9% | +27.9% | +8.6% |
| 6M | +1.2% | -47.8% | +49.1% | +20.2% |
| YTD | +16.9% | -64.6% | +81.5% | +52.4% |
| 1Y | +20.9% | -64.0% | +84.9% | +56.3% |
| 3Y | +43.3% | -76.8% | +120.2% | +102.7% |
| 5Y | +28.3% | -74.2% | +102.5% | +68.9% |
| All | +164.7% | -3.1% | +167.8% | +140.5% |
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