+2,111.0%
XLK vs STLA
+252.7%
+1,858.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.9% |
| 7D | +2.3% | +0.7% | +1.6% | +2.1% |
| 30D | -0.1% | -2.4% | +2.3% | +0.2% |
| 3M | +2.1% | -23.9% | +26.0% | +7.5% |
| 6M | +37.2% | -24.6% | +61.8% | +44.3% |
| YTD | +30.8% | -50.5% | +81.3% | +47.9% |
| 1Y | +42.6% | -39.8% | +82.5% | +53.8% |
| 3Y | +121.8% | -65.6% | +187.4% | +161.4% |
| 5Y | +145.7% | -62.1% | +207.8% | +179.3% |
| 10Y | +782.1% | +47.8% | +734.3% | +708.6% |
| All | +2,111.0% | +252.7% | +1,858.4% | +1,827.9% |
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