+136.0%
XLC vs STLA
-65.2%
+201.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | +3.7% | -13.8% | +17.5% | +7.6% |
| 30D | -1.9% | -10.5% | +8.6% | +0.4% |
| 3M | -3.1% | -28.9% | +25.8% | +4.6% |
| 6M | -6.4% | -49.7% | +43.4% | +10.2% |
| YTD | -6.8% | -64.9% | +58.1% | +18.6% |
| 1Y | -1.7% | -64.0% | +62.3% | +23.9% |
| 3Y | +64.7% | -77.4% | +142.1% | +126.6% |
| 5Y | +41.1% | -74.4% | +115.5% | +79.8% |
| All | +136.0% | -65.2% | +201.3% | +133.1% |
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