+481.0%
XRT vs STLA
+189.9%
+291.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | +0.9% | -4.5% | +5.4% | +1.9% |
| 30D | +7.9% | -3.9% | +11.9% | +8.6% |
| 3M | -0.2% | -20.2% | +20.0% | +4.3% |
| 6M | +5.6% | -42.2% | +47.7% | +18.0% |
| YTD | +5.7% | -59.3% | +65.0% | +25.8% |
| 1Y | +14.6% | -56.1% | +70.6% | +33.7% |
| 3Y | +50.7% | -73.7% | +124.3% | +91.6% |
| 5Y | -4.8% | -70.3% | +65.5% | +16.0% |
| 10Y | +152.6% | +23.1% | +129.6% | +143.5% |
| All | +481.0% | +189.9% | +291.1% | +437.8% |
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