+42.0%
XLP vs STLA
-70.1%
+112.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | +0.7% | -4.5% | +5.3% | +1.1% |
| 30D | +10.3% | -3.9% | +14.2% | +10.5% |
| 3M | +6.5% | -20.2% | +26.7% | +8.4% |
| 6M | +8.4% | -42.2% | +50.5% | +13.3% |
| YTD | +18.2% | -59.3% | +77.5% | +27.2% |
| 1Y | +22.4% | -56.1% | +78.5% | +30.4% |
| 3Y | +41.9% | -73.7% | +115.5% | +57.4% |
| All | +42.0% | -70.1% | +112.0% | +50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling