+18.6%
XYL vs STLA
-65.4%
+84.0%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.1% | +6.0% | +3.5% |
| 7D | +1.8% | +0.7% | +1.0% | +1.6% |
| 30D | -9.2% | -2.4% | -6.9% | -9.0% |
| 3M | -0.3% | -23.9% | +23.6% | +4.0% |
| 6M | -11.0% | -24.6% | +13.7% | -7.4% |
| YTD | -19.2% | -50.5% | +31.3% | -10.2% |
| 1Y | -21.2% | -39.8% | +18.6% | -16.8% |
| 3Y | +18.6% | -65.6% | +84.2% | +30.9% |
| All | +18.6% | -65.4% | +84.0% | +30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling