+248.8%
XLF vs STLA
+55.1%
+193.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | 0.0% |
| 7D | -1.5% | -2.9% | +1.4% | -0.7% |
| 30D | -1.2% | +0.9% | -2.1% | -1.7% |
| 3M | +9.2% | -21.6% | +30.8% | +16.3% |
| 6M | +16.3% | -21.6% | +38.0% | +22.8% |
| YTD | +5.4% | -50.4% | +55.8% | +25.5% |
| 1Y | +7.6% | -43.6% | +51.2% | +21.4% |
| 3Y | +74.2% | -66.4% | +140.6% | +121.0% |
| 5Y | +66.1% | -62.3% | +128.4% | +95.0% |
| All | +248.8% | +55.1% | +193.8% | +165.8% |
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 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