+123.7%
XRT vs STLA
+48.0%
+75.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -1.2% |
| 7D | -0.3% | +0.7% | -1.0% | -0.5% |
| 30D | -5.6% | -2.4% | -3.3% | -5.2% |
| 3M | +2.5% | -23.9% | +26.4% | +11.0% |
| 6M | +3.7% | -24.6% | +28.3% | +11.9% |
| YTD | +1.0% | -50.5% | +51.5% | +22.7% |
| 1Y | -1.2% | -39.8% | +38.6% | +11.0% |
| 3Y | +43.4% | -65.6% | +109.0% | +87.2% |
| 5Y | -0.7% | -62.1% | +61.4% | +21.5% |
| 10Y | +123.7% | +47.8% | +75.9% | +88.1% |
| All | +123.7% | +48.0% | +75.7% | +88.1% |
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