+415.0%
XLB vs STLA
+189.2%
+225.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | -1.4% | -6.4% | +5.0% | 0.0% |
| 30D | +7.1% | -1.3% | +8.4% | +7.1% |
| 3M | +0.6% | -19.9% | +20.5% | +4.6% |
| 6M | +3.5% | -42.9% | +46.4% | +14.9% |
| YTD | +18.2% | -59.4% | +77.6% | +39.0% |
| 1Y | +25.6% | -56.8% | +82.4% | +45.4% |
| 3Y | +46.7% | -73.1% | +119.7% | +81.7% |
| 5Y | +30.9% | -70.1% | +101.0% | +55.6% |
| 10Y | +167.7% | +19.8% | +148.0% | +151.7% |
| All | +415.0% | +189.2% | +225.8% | +378.6% |
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 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