+133.2%
XRT vs STLA
-4.1%
+137.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.7% |
| 7D | +1.7% | -13.8% | +15.5% | +6.5% |
| 30D | +7.5% | -10.5% | +18.0% | +10.9% |
| 3M | +2.2% | -28.9% | +31.1% | +12.7% |
| 6M | +14.7% | -49.7% | +64.4% | +40.7% |
| YTD | +7.5% | -64.9% | +72.4% | +45.1% |
| 1Y | +14.1% | -64.0% | +78.2% | +52.1% |
| 3Y | +58.8% | -77.4% | +136.2% | +137.8% |
| 5Y | -3.9% | -74.4% | +70.5% | +32.9% |
| All | +133.2% | -4.1% | +137.3% | +115.4% |
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