+325.9%
XLE vs STLA
+263.8%
+62.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.1% | -1.1% |
| 7D | +2.2% | +2.6% | -0.4% | +1.6% |
| 30D | +11.8% | -1.2% | +13.0% | +11.8% |
| 3M | +9.8% | -24.8% | +34.6% | +15.8% |
| 6M | +15.6% | -25.6% | +41.1% | +21.0% |
| YTD | +45.3% | -48.9% | +94.2% | +63.3% |
| 1Y | +48.3% | -38.8% | +87.1% | +58.4% |
| 3Y | +55.4% | -64.5% | +120.0% | +82.1% |
| 5Y | +216.1% | -62.4% | +278.5% | +256.3% |
| 10Y | +178.4% | +55.4% | +123.0% | +141.5% |
| All | +325.9% | +263.8% | +62.1% | +259.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling