+135.9%
XLU vs STLA
+55.1%
+80.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -0.6% |
| 7D | -1.6% | -2.9% | +1.3% | -1.3% |
| 30D | -3.3% | +0.9% | -4.2% | -3.5% |
| 3M | -3.2% | -21.6% | +18.5% | -0.8% |
| 6M | -7.0% | -21.6% | +14.7% | -5.0% |
| YTD | +0.6% | -50.4% | +51.0% | +7.8% |
| 1Y | +2.4% | -43.6% | +46.0% | +7.4% |
| 3Y | +46.3% | -66.4% | +112.7% | +60.8% |
| 5Y | +44.0% | -62.3% | +106.3% | +52.7% |
| All | +135.9% | +55.1% | +80.8% | +107.3% |
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