+169.4%
XLV vs STLA
+55.1%
+114.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -0.6% |
| 7D | -3.6% | -2.9% | -0.7% | -3.1% |
| 30D | -1.8% | +0.9% | -2.8% | -2.1% |
| 3M | +7.8% | -21.6% | +29.4% | +11.8% |
| 6M | +9.1% | -21.6% | +30.7% | +12.6% |
| YTD | +7.7% | -50.4% | +58.1% | +19.1% |
| 1Y | +20.4% | -43.6% | +64.0% | +29.3% |
| 3Y | +30.8% | -66.4% | +97.2% | +49.8% |
| 5Y | +34.6% | -62.3% | +96.9% | +46.9% |
| All | +169.4% | +55.1% | +114.3% | +131.1% |
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 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