+312.1%
XLE vs STLA
+189.9%
+122.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -12.0% | -4.5% | -7.5% | -11.2% |
| 30D | -2.7% | -3.9% | +1.2% | -2.4% |
| 3M | +6.6% | -20.2% | +26.8% | +10.7% |
| 6M | +9.5% | -42.2% | +51.7% | +20.8% |
| YTD | +40.6% | -59.3% | +99.9% | +64.5% |
| 1Y | +43.6% | -56.1% | +99.6% | +64.7% |
| 3Y | +58.1% | -73.7% | +131.7% | +96.3% |
| 5Y | +152.2% | -70.3% | +222.5% | +196.6% |
| 10Y | +172.9% | +23.1% | +149.9% | +146.9% |
| All | +312.1% | +189.9% | +122.3% | +262.4% |
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 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