+405.4%
XLB vs STLA
+189.9%
+215.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -1.5% | -4.5% | +3.0% | -0.6% |
| 30D | +6.1% | -3.9% | +10.0% | +6.7% |
| 3M | 0.0% | -20.2% | +20.2% | +4.1% |
| 6M | 0.0% | -42.2% | +42.1% | +10.7% |
| YTD | +16.0% | -59.3% | +75.3% | +36.4% |
| 1Y | +24.7% | -56.1% | +80.8% | +43.9% |
| 3Y | +40.4% | -73.7% | +114.0% | +74.7% |
| 5Y | +30.7% | -70.3% | +100.9% | +55.5% |
| 10Y | +173.3% | +23.1% | +150.2% | +156.0% |
| All | +405.4% | +189.9% | +215.5% | +369.5% |
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 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