+111.4%
XLK vs STLA
-74.6%
+186.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.7% |
| 7D | +3.4% | -13.8% | +17.1% | +7.3% |
| 30D | -10.6% | -10.5% | 0.0% | -8.4% |
| 3M | -10.6% | -28.9% | +18.2% | -3.1% |
| 6M | -3.5% | -49.7% | +46.2% | +14.7% |
| YTD | +18.7% | -64.9% | +83.6% | +53.0% |
| 1Y | +19.4% | -64.0% | +83.5% | +52.1% |
| 3Y | +94.5% | -77.4% | +171.9% | +172.8% |
| All | +111.4% | -74.6% | +186.0% | +156.6% |
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