+136.8%
XLP vs STLA
+0.5%
+136.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +0.9% |
| 7D | -0.5% | -11.6% | +11.1% | +0.9% |
| 30D | +8.3% | -6.2% | +14.5% | +9.0% |
| 3M | +8.7% | -24.6% | +33.3% | +11.9% |
| 6M | +11.2% | -44.9% | +56.1% | +18.6% |
| YTD | +20.0% | -62.3% | +82.3% | +33.1% |
| 1Y | +21.3% | -61.8% | +83.2% | +34.1% |
| 3Y | +43.8% | -75.3% | +119.2% | +64.9% |
| 5Y | +43.3% | -72.5% | +115.8% | +58.2% |
| 10Y | +136.8% | +0.8% | +136.0% | +120.7% |
| All | +136.8% | +0.5% | +136.3% | +120.7% |
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