+107.0%
XYL vs STLA
+12.4%
+94.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.6% | +1.2% | -1.4% |
| 7D | +0.6% | -4.9% | +5.5% | +2.0% |
| 30D | -5.7% | -4.9% | -0.8% | -5.0% |
| 3M | -19.8% | -23.7% | +3.9% | -14.4% |
| 6M | -14.2% | -45.0% | +30.8% | +0.2% |
| YTD | -28.1% | -60.9% | +32.8% | -9.0% |
| 1Y | -35.0% | -58.9% | +23.9% | -19.3% |
| 3Y | +2.1% | -74.4% | +76.5% | +40.4% |
| 5Y | -22.1% | -71.5% | +49.4% | -0.4% |
| 10Y | +107.0% | +5.3% | +101.7% | +79.7% |
| All | +107.0% | +12.4% | +94.6% | +79.7% |
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 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