+50.7%
XRT vs STLA
-74.0%
+124.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | +0.9% | -4.5% | +5.4% | +2.0% |
| 30D | +7.9% | -3.9% | +11.9% | +8.7% |
| 3M | -0.2% | -20.2% | +20.0% | +4.5% |
| 6M | +5.6% | -42.2% | +47.7% | +18.7% |
| YTD | +5.7% | -59.3% | +65.0% | +27.8% |
| 1Y | +14.6% | -56.1% | +70.6% | +35.0% |
| 3Y | +50.7% | -73.7% | +124.3% | +83.0% |
| All | +50.7% | -74.0% | +124.7% | +83.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling