+166.9%
XLE vs STLA
-74.6%
+241.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.1% |
| 7D | +5.4% | -13.8% | +19.2% | +7.5% |
| 30D | -3.9% | -10.5% | +6.6% | -2.8% |
| 3M | +7.0% | -28.9% | +35.9% | +11.6% |
| 6M | +14.2% | -49.7% | +63.9% | +25.1% |
| YTD | +48.2% | -64.9% | +113.1% | +71.5% |
| 1Y | +47.7% | -64.0% | +111.7% | +69.6% |
| 3Y | +70.0% | -77.4% | +147.4% | +107.2% |
| All | +166.9% | -74.6% | +241.5% | +204.9% |
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