+82.8%
XLI vs STLA
-62.5%
+145.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.2% |
| 7D | +1.0% | +0.7% | +0.2% | +0.8% |
| 30D | -5.8% | -2.4% | -3.5% | -5.5% |
| 3M | +0.7% | -23.9% | +24.6% | +6.2% |
| 6M | +3.2% | -24.6% | +27.8% | +8.6% |
| YTD | +13.0% | -50.5% | +63.5% | +29.0% |
| 1Y | +16.8% | -39.8% | +56.6% | +25.6% |
| 3Y | +72.4% | -65.6% | +138.0% | +104.8% |
| 5Y | +82.8% | -62.1% | +144.9% | +99.6% |
| All | +82.8% | -62.5% | +145.3% | +99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling