-20.9%
XYL vs STLA
-70.4%
+49.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +2.1% | -6.4% | +8.4% | +3.6% |
| 30D | -3.4% | -1.3% | -2.0% | -3.5% |
| 3M | -17.2% | -19.9% | +2.7% | -13.4% |
| 6M | -12.0% | -42.9% | +30.8% | -0.6% |
| YTD | -26.3% | -59.4% | +33.1% | -10.5% |
| 1Y | -33.5% | -56.8% | +23.4% | -21.0% |
| 3Y | +6.4% | -73.1% | +79.5% | +38.8% |
| 5Y | -20.9% | -70.1% | +49.2% | -7.1% |
| All | -20.9% | -70.4% | +49.5% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling