+621.5%
XYZ vs STLA
+0.5%
+621.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +1.9% |
| 7D | -2.2% | -11.6% | +9.4% | +3.8% |
| 30D | +11.6% | -6.2% | +17.7% | +14.5% |
| 3M | +8.4% | -24.6% | +33.0% | +22.5% |
| 6M | +17.2% | -44.9% | +62.1% | +53.1% |
| YTD | +31.7% | -62.3% | +94.0% | +99.4% |
| 1Y | +30.1% | -61.8% | +91.9% | +94.3% |
| 3Y | +66.4% | -75.3% | +141.8% | +193.2% |
| 5Y | -62.2% | -72.5% | +10.4% | -38.4% |
| 10Y | +621.5% | +0.8% | +620.8% | +718.4% |
| All | +621.5% | +0.5% | +621.1% | +718.4% |
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 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