-21.6%
XYL vs STLA
-40.1%
+18.5%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -1.2% | -3.8% | +2.6% | -0.9% |
| 30D | -13.2% | -3.1% | -10.1% | -13.0% |
| 3M | -0.2% | -19.6% | +19.5% | +1.4% |
| 6M | -12.5% | -23.5% | +11.0% | -11.0% |
| YTD | -20.9% | -51.5% | +30.6% | -16.8% |
| 1Y | -21.6% | -39.7% | +18.1% | -20.8% |
| All | -21.6% | -40.1% | +18.5% | -20.8% |
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 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