+442.6%
XLP vs STLA
+190.5%
+252.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.8% | -0.4% |
| 7D | +3.5% | -5.5% | +9.0% | +4.0% |
| 30D | +11.6% | -3.7% | +15.2% | +11.8% |
| 3M | +7.6% | -21.1% | +28.8% | +9.6% |
| 6M | +10.0% | -38.3% | +48.4% | +14.2% |
| YTD | +19.7% | -59.2% | +79.0% | +28.2% |
| 1Y | +23.5% | -56.7% | +80.1% | +31.3% |
| 3Y | +44.0% | -74.3% | +118.3% | +58.1% |
| 5Y | +42.7% | -70.2% | +112.9% | +52.5% |
| 10Y | +131.3% | +23.4% | +108.0% | +119.2% |
| All | +442.6% | +190.5% | +252.1% | +390.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling