+73.6%
XLF vs STLA
-66.8%
+140.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.4% | -0.2% |
| 7D | -1.0% | +0.4% | -1.4% | -1.1% |
| 30D | -1.3% | -5.2% | +3.9% | -0.7% |
| 3M | +9.1% | -24.9% | +34.0% | +13.2% |
| 6M | +14.4% | -25.2% | +39.5% | +18.3% |
| YTD | +5.1% | -51.4% | +56.5% | +15.4% |
| 1Y | +8.6% | -40.7% | +49.3% | +14.0% |
| All | +73.6% | -66.8% | +140.4% | +88.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling