+22.4%
XLP vs STLA
-56.7%
+79.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | +0.7% | -4.5% | +5.3% | +0.9% |
| 30D | +10.3% | -3.9% | +14.2% | +10.4% |
| 3M | +6.5% | -20.2% | +26.7% | +7.0% |
| 6M | +8.4% | -42.2% | +50.5% | +9.5% |
| YTD | +18.2% | -59.3% | +77.5% | +20.1% |
| 1Y | +22.4% | -56.1% | +78.5% | +23.8% |
| All | +22.4% | -56.7% | +79.1% | +23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling