+379.4%
XYL vs STLA
+78.6%
+300.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -1.0% |
| 7D | -5.9% | -11.6% | +5.7% | -3.2% |
| 30D | -7.3% | -6.2% | -1.1% | -6.4% |
| 3M | -22.5% | -24.6% | +2.1% | -18.1% |
| 6M | -14.4% | -44.9% | +30.5% | -3.2% |
| YTD | -29.4% | -62.3% | +32.9% | -14.2% |
| 1Y | -35.6% | -61.8% | +26.2% | -22.2% |
| 3Y | +0.3% | -75.3% | +75.6% | +29.7% |
| 5Y | -22.3% | -72.5% | +50.2% | -4.3% |
| 10Y | +103.2% | +0.8% | +102.5% | +90.1% |
| All | +379.4% | +78.6% | +300.8% | +327.4% |
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