+781.9%
XLY vs STLA
+253.3%
+528.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | +0.4% |
| 7D | -1.7% | -2.9% | +1.2% | -1.1% |
| 30D | -4.2% | +0.9% | -5.1% | -4.5% |
| 3M | -2.7% | -21.6% | +18.9% | +2.0% |
| 6M | -0.6% | -21.6% | +21.0% | +3.8% |
| YTD | -5.0% | -50.4% | +45.4% | +8.0% |
| 1Y | -4.1% | -43.6% | +39.5% | +5.5% |
| 3Y | +33.6% | -66.4% | +100.0% | +59.6% |
| 5Y | +28.7% | -62.3% | +91.0% | +48.0% |
| 10Y | +219.6% | +51.8% | +167.8% | +195.8% |
| All | +781.9% | +253.3% | +528.6% | +688.7% |
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