+152.6%
XRT vs STLA
+21.0%
+131.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.7% |
| 7D | +2.5% | -6.4% | +8.8% | +4.6% |
| 30D | +10.3% | -1.3% | +11.7% | +10.4% |
| 3M | +2.4% | -19.9% | +22.3% | +8.8% |
| 6M | +10.0% | -42.9% | +52.9% | +29.6% |
| YTD | +9.5% | -59.4% | +69.0% | +41.0% |
| 1Y | +17.2% | -56.8% | +74.0% | +47.1% |
| 3Y | +62.0% | -73.1% | +135.0% | +128.5% |
| 5Y | -2.1% | -70.1% | +68.0% | +28.6% |
| 10Y | +152.6% | +19.8% | +132.8% | +129.6% |
| All | +152.6% | +21.0% | +131.5% | +129.6% |
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