+638.0%
XYZ vs STLA
+21.0%
+617.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.7% |
| 7D | +14.9% | -6.4% | +21.2% | +18.7% |
| 30D | +14.7% | -1.3% | +16.0% | +14.9% |
| 3M | +12.1% | -19.9% | +32.0% | +23.0% |
| 6M | +18.3% | -42.9% | +61.2% | +51.7% |
| YTD | +36.1% | -59.4% | +95.5% | +98.4% |
| 1Y | +35.3% | -56.8% | +92.1% | +89.5% |
| 3Y | +73.5% | -73.1% | +146.5% | +191.2% |
| 5Y | -61.6% | -70.1% | +8.5% | -40.2% |
| 10Y | +638.0% | +19.8% | +618.2% | +778.9% |
| All | +638.0% | +21.0% | +617.0% | +778.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling