+26.9%
XLV vs STLA
-38.0%
+64.9%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.1% |
| 7D | +0.2% | +2.6% | -2.4% | 0.0% |
| 30D | +4.4% | -1.2% | +5.7% | +4.4% |
| 3M | +13.2% | -24.8% | +38.0% | +14.8% |
| 6M | +10.1% | -25.6% | +35.7% | +11.5% |
| YTD | +11.7% | -48.9% | +60.6% | +15.5% |
| 1Y | +26.9% | -38.8% | +65.7% | +27.0% |
| All | +26.9% | -38.0% | +64.9% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling