+29.0%
XLB vs STLA
-70.1%
+99.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -1.5% | -4.5% | +3.0% | -0.4% |
| 30D | +6.1% | -3.9% | +10.0% | +6.8% |
| 3M | 0.0% | -20.2% | +20.2% | +4.9% |
| 6M | 0.0% | -42.2% | +42.1% | +13.0% |
| YTD | +16.0% | -59.3% | +75.3% | +41.3% |
| 1Y | +24.7% | -56.1% | +80.8% | +48.0% |
| 3Y | +40.4% | -73.7% | +114.0% | +84.3% |
| All | +29.0% | -70.1% | +99.1% | +52.6% |
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