+590.7%
XLF vs STLA
+168.9%
+421.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +1.3% |
| 7D | -1.0% | -11.6% | +10.7% | +1.6% |
| 30D | +6.5% | -6.2% | +12.7% | +7.6% |
| 3M | +1.8% | -24.6% | +26.4% | +7.2% |
| 6M | +15.4% | -44.9% | +60.3% | +29.3% |
| YTD | +8.4% | -62.3% | +70.6% | +29.8% |
| 1Y | +11.9% | -61.8% | +73.7% | +33.4% |
| 3Y | +81.1% | -75.3% | +156.5% | +129.4% |
| 5Y | +59.5% | -72.5% | +132.0% | +92.9% |
| 10Y | +225.2% | +0.8% | +224.4% | +204.6% |
| All | +590.7% | +168.9% | +421.8% | +513.0% |
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