+599.5%
XYZ vs STLA
+18.3%
+581.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +12.1% | -4.5% | +16.7% | +14.8% |
| 30D | +12.4% | -3.9% | +16.3% | +14.0% |
| 3M | +8.2% | -20.2% | +28.4% | +18.9% |
| 6M | +20.7% | -42.2% | +62.9% | +53.9% |
| YTD | +31.3% | -59.3% | +90.6% | +91.3% |
| 1Y | +20.5% | -56.1% | +76.6% | +67.1% |
| 3Y | +72.6% | -73.7% | +146.3% | +193.6% |
| 5Y | -64.0% | -70.3% | +6.3% | -43.7% |
| All | +599.5% | +18.3% | +581.2% | +710.2% |
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