+99.4%
XYL vs STLA
-4.1%
+103.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | -3.7% | -13.8% | +10.0% | +0.3% |
| 30D | -8.3% | -10.5% | +2.2% | -6.0% |
| 3M | -21.4% | -28.9% | +7.4% | -14.5% |
| 6M | -12.9% | -49.7% | +36.8% | +4.4% |
| YTD | -30.1% | -64.9% | +34.9% | -8.6% |
| 1Y | -35.2% | -64.0% | +28.9% | -16.3% |
| 3Y | -0.8% | -77.4% | +76.7% | +41.7% |
| 5Y | -23.2% | -74.4% | +51.2% | +1.3% |
| All | +99.4% | -4.1% | +103.5% | +63.4% |
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