+400.3%
XYL vs STLA
+92.1%
+308.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.7% |
| 6M | -12.0% | -42.9% | +30.8% | -1.3% |
| YTD | -26.3% | -59.4% | +33.1% | -11.9% |
| 1Y | -33.5% | -56.8% | +23.4% | -21.9% |
| 3Y | +6.4% | -73.1% | +79.5% | +34.9% |
| 5Y | -20.9% | -70.1% | +49.2% | -4.4% |
| 10Y | +120.8% | +19.8% | +101.1% | +100.6% |
| All | +400.3% | +92.1% | +308.3% | +338.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling