+28.4%
XLY vs STLA
-62.8%
+91.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | +0.2% |
| 7D | -1.7% | -2.9% | +1.2% | -0.8% |
| 30D | -4.2% | +0.9% | -5.1% | -4.7% |
| 3M | -2.7% | -21.6% | +18.9% | +4.3% |
| 6M | -0.6% | -21.6% | +21.0% | +5.9% |
| YTD | -5.0% | -50.4% | +45.4% | +15.2% |
| 1Y | -4.1% | -43.6% | +39.5% | +9.8% |
| 3Y | +33.6% | -66.4% | +100.0% | +74.4% |
| All | +28.4% | -62.8% | +91.2% | +48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling