+139.9%
XLC vs STLA
-51.9%
+191.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.2% | -0.1% |
| 7D | -1.4% | +0.4% | -1.8% | -1.6% |
| 30D | -0.9% | -5.2% | +4.3% | +0.3% |
| 3M | -0.3% | -24.9% | +24.5% | +6.8% |
| 6M | -5.2% | -25.2% | +20.0% | +1.1% |
| YTD | -5.3% | -51.4% | +46.1% | +11.9% |
| 1Y | -2.8% | -40.7% | +37.9% | +7.2% |
| 3Y | +71.2% | -66.3% | +137.5% | +112.6% |
| 5Y | +37.6% | -63.2% | +100.8% | +60.5% |
| All | +139.9% | -51.9% | +191.7% | +119.8% |
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