+634.6%
XYZ vs STLA
+12.4%
+622.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.6% | +0.3% | -1.6% |
| 7D | +12.6% | -4.9% | +17.5% | +15.6% |
| 30D | +10.8% | -4.9% | +15.7% | +13.0% |
| 3M | +8.4% | -23.7% | +32.0% | +21.7% |
| 6M | +14.3% | -45.0% | +59.3% | +49.6% |
| YTD | +31.5% | -60.9% | +92.4% | +95.8% |
| 1Y | +28.1% | -58.9% | +87.0% | +84.3% |
| 3Y | +66.2% | -74.4% | +140.6% | +187.9% |
| 5Y | -62.3% | -71.5% | +9.2% | -39.7% |
| 10Y | +634.6% | +5.3% | +629.3% | +719.9% |
| All | +634.6% | +12.4% | +622.2% | +719.9% |
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