+218.0%
XLE vs STLA
-62.4%
+280.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.1% | -1.1% |
| 7D | +2.2% | +2.6% | -0.4% | +1.8% |
| 30D | +11.8% | -1.2% | +13.0% | +11.8% |
| 3M | +9.8% | -24.8% | +34.6% | +14.4% |
| 6M | +15.6% | -25.6% | +41.1% | +19.7% |
| YTD | +45.3% | -48.9% | +94.2% | +60.6% |
| 1Y | +48.3% | -38.8% | +87.1% | +55.9% |
| 3Y | +55.4% | -64.5% | +120.0% | +77.3% |
| All | +218.0% | -62.4% | +280.4% | +247.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling