+44.0%
XLP vs STLA
-73.7%
+117.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +0.1% | -6.4% | +6.4% | +0.4% |
| 30D | +8.9% | -1.3% | +10.3% | +9.0% |
| 3M | +7.5% | -19.9% | +27.4% | +8.6% |
| 6M | +9.4% | -42.9% | +52.3% | +12.4% |
| YTD | +19.3% | -59.4% | +78.7% | +24.5% |
| 1Y | +21.7% | -56.8% | +78.6% | +26.4% |
| 3Y | +44.0% | -73.1% | +117.0% | +51.2% |
| All | +44.0% | -73.7% | +117.7% | +51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling