+728.2%
XLI vs STLA
+168.9%
+559.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.8% | +2.0% |
| 7D | +0.9% | -11.6% | +12.5% | +3.3% |
| 30D | +1.1% | -6.2% | +7.2% | +2.0% |
| 3M | -7.7% | -24.6% | +16.9% | -3.2% |
| 6M | -1.8% | -44.9% | +43.1% | +9.2% |
| YTD | +11.1% | -62.3% | +73.4% | +31.3% |
| 1Y | +12.1% | -61.8% | +73.9% | +31.9% |
| 3Y | +73.8% | -75.3% | +149.2% | +116.5% |
| 5Y | +73.8% | -72.5% | +146.3% | +107.3% |
| 10Y | +231.7% | +0.8% | +231.0% | +213.2% |
| All | +728.2% | +168.9% | +559.3% | +633.8% |
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