+250.2%
XLI vs STLA
+51.6%
+198.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -2.3% | -3.8% | +1.5% | -1.3% |
| 30D | -8.2% | -3.1% | -5.0% | -7.6% |
| 3M | +0.8% | -19.6% | +20.4% | +6.1% |
| 6M | +0.8% | -23.5% | +24.3% | +7.0% |
| YTD | +10.5% | -51.5% | +62.0% | +30.8% |
| 1Y | +14.1% | -39.7% | +53.8% | +25.2% |
| 3Y | +68.6% | -66.3% | +134.9% | +110.2% |
| 5Y | +80.4% | -63.1% | +143.5% | +111.2% |
| All | +250.2% | +51.6% | +198.5% | +185.5% |
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