+101.4%
XLP vs STLA
+54.0%
+47.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | -1.0% | +2.6% | -3.6% | -1.3% |
| 30D | -0.9% | -1.2% | +0.4% | -0.8% |
| 3M | +3.8% | -24.8% | +28.6% | +7.0% |
| 6M | -1.7% | -25.6% | +23.8% | +1.2% |
| YTD | +10.3% | -48.9% | +59.2% | +18.2% |
| 1Y | +7.8% | -38.8% | +46.6% | +12.1% |
| 3Y | +27.2% | -64.5% | +91.7% | +39.4% |
| 5Y | +32.5% | -62.4% | +95.0% | +41.1% |
| All | +101.4% | +54.0% | +47.3% | +81.2% |
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