+674.4%
XLV vs STLA
+246.1%
+428.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.5% | -0.1% |
| 7D | -3.7% | +0.4% | -4.1% | -3.7% |
| 30D | -1.1% | -5.2% | +4.1% | -0.5% |
| 3M | +8.2% | -24.9% | +33.1% | +11.9% |
| 6M | +8.9% | -25.2% | +34.1% | +12.4% |
| YTD | +8.5% | -51.4% | +60.0% | +17.6% |
| 1Y | +22.3% | -40.7% | +63.0% | +28.4% |
| 3Y | +32.6% | -66.3% | +98.9% | +47.1% |
| 5Y | +34.4% | -63.2% | +97.6% | +44.9% |
| 10Y | +175.4% | +48.7% | +126.7% | +147.7% |
| All | +674.4% | +246.1% | +428.2% | +580.2% |
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