+431.9%
XLU vs STLA
+252.7%
+179.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +3.9% | +1.1% |
| 7D | +2.1% | +0.7% | +1.3% | +2.0% |
| 30D | -0.4% | -2.4% | +2.0% | -0.3% |
| 3M | +0.5% | -23.9% | +24.3% | +2.4% |
| 6M | -5.8% | -24.6% | +18.8% | -4.1% |
| YTD | +3.1% | -50.5% | +53.7% | +8.2% |
| 1Y | +8.1% | -39.8% | +48.0% | +11.2% |
| 3Y | +50.5% | -65.6% | +116.1% | +60.2% |
| 5Y | +44.7% | -62.1% | +106.8% | +51.0% |
| 10Y | +136.8% | +47.8% | +89.1% | +122.2% |
| All | +431.9% | +252.7% | +179.2% | +381.1% |
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