+217.7%
XLF vs STLA
-4.1%
+221.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | +2.7% | -13.8% | +16.4% | +6.9% |
| 30D | +7.6% | -10.5% | +18.2% | +10.6% |
| 3M | +1.1% | -28.9% | +29.9% | +10.1% |
| 6M | +15.9% | -49.7% | +65.6% | +38.7% |
| YTD | +8.4% | -64.9% | +73.4% | +41.5% |
| 1Y | +12.5% | -64.0% | +76.5% | +45.1% |
| 3Y | +81.6% | -77.4% | +159.0% | +158.3% |
| 5Y | +59.3% | -74.4% | +133.7% | +108.5% |
| All | +217.7% | -4.1% | +221.8% | +170.1% |
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