+584.9%
XYZ vs STLA
-4.1%
+589.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.9% | +3.3% |
| 7D | -1.1% | -13.8% | +12.7% | +6.2% |
| 30D | +11.5% | -10.5% | +22.0% | +17.1% |
| 3M | +1.8% | -28.9% | +30.7% | +18.3% |
| 6M | +21.2% | -49.7% | +70.9% | +66.0% |
| YTD | +29.9% | -64.9% | +94.9% | +104.4% |
| 1Y | +35.8% | -64.0% | +99.8% | +109.1% |
| 3Y | +62.6% | -77.4% | +140.0% | +200.5% |
| 5Y | -62.8% | -74.4% | +11.6% | -37.1% |
| All | +584.9% | -4.1% | +589.0% | +632.1% |
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 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