-31.5%
XYL vs STLA
-53.0%
+21.4%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.8% | +1.2% | +4.8% |
| 7D | +14.5% | -0.6% | +15.2% | +14.5% |
| 30D | -1.3% | +3.6% | -4.9% | -1.2% |
| 3M | -17.0% | -20.6% | +3.7% | -15.4% |
| 6M | -11.3% | -34.3% | +23.0% | -8.8% |
| YTD | -25.0% | -57.3% | +32.3% | -21.7% |
| 1Y | -31.5% | -52.6% | +21.1% | -30.7% |
| All | -31.5% | -53.0% | +21.4% | -30.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling