+150.2%
XYL vs STLA
+46.8%
+103.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.5% |
| 7D | +0.8% | +0.4% | +0.5% | +0.7% |
| 30D | -10.8% | -5.2% | -5.6% | -9.7% |
| 3M | -2.5% | -24.9% | +22.3% | +5.2% |
| 6M | -12.2% | -25.2% | +13.0% | -5.8% |
| YTD | -20.1% | -51.4% | +31.3% | -4.1% |
| 1Y | -20.6% | -40.7% | +20.0% | -11.8% |
| 3Y | +17.3% | -66.3% | +83.6% | +49.2% |
| 5Y | -14.5% | -63.2% | +48.7% | +2.1% |
| 10Y | +150.2% | +48.7% | +101.5% | +94.9% |
| All | +150.2% | +46.8% | +103.4% | +94.9% |
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