+432.8%
XYL vs STLA
+141.6%
+291.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.3% |
| 7D | -5.0% | +2.6% | -7.6% | -5.6% |
| 30D | -13.2% | -1.2% | -12.0% | -13.1% |
| 3M | -3.7% | -24.8% | +21.1% | +2.4% |
| 6M | -17.7% | -25.6% | +7.9% | -12.7% |
| YTD | -21.5% | -48.9% | +27.4% | -10.3% |
| 1Y | -24.5% | -38.8% | +14.3% | -18.2% |
| 3Y | +6.9% | -64.5% | +71.5% | +28.0% |
| 5Y | -18.1% | -62.4% | +44.4% | -5.4% |
| 10Y | +134.7% | +55.4% | +79.3% | +102.9% |
| All | +432.8% | +141.6% | +291.1% | +346.8% |
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