+582.1%
XLF vs STLA
+263.8%
+318.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.1% |
| 7D | 0.0% | +2.6% | -2.6% | -0.6% |
| 30D | +0.2% | -1.2% | +1.4% | +0.2% |
| 3M | +11.7% | -24.8% | +36.5% | +18.0% |
| 6M | +13.8% | -25.6% | +39.4% | +19.9% |
| YTD | +7.0% | -48.9% | +55.9% | +20.9% |
| 1Y | +9.1% | -38.8% | +47.9% | +17.3% |
| 3Y | +75.6% | -64.5% | +140.2% | +106.6% |
| 5Y | +66.4% | -62.4% | +128.9% | +89.3% |
| 10Y | +250.3% | +55.4% | +194.9% | +204.3% |
| All | +582.1% | +263.8% | +318.3% | +471.1% |
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 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