+163.9%
XLE vs STLA
+21.0%
+142.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -7.9% | -6.4% | -1.5% | -6.3% |
| 30D | -4.8% | -1.3% | -3.5% | -5.0% |
| 3M | +8.4% | -19.9% | +28.3% | +14.0% |
| 6M | +12.7% | -42.9% | +55.6% | +29.5% |
| YTD | +41.3% | -59.4% | +100.7% | +76.1% |
| 1Y | +42.3% | -56.8% | +99.1% | +72.9% |
| 3Y | +65.1% | -73.1% | +138.1% | +122.4% |
| 5Y | +150.2% | -70.1% | +220.3% | +208.9% |
| 10Y | +163.9% | +19.8% | +144.1% | +112.4% |
| All | +163.9% | +21.0% | +142.9% | +112.4% |
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