+30.1%
XYZ vs STLA
-61.0%
+91.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +0.8% |
| 7D | -2.2% | -11.6% | +9.4% | +0.1% |
| 30D | +11.6% | -6.2% | +17.7% | +13.0% |
| 3M | +8.4% | -24.6% | +33.0% | +13.5% |
| 6M | +17.2% | -44.9% | +62.1% | +27.7% |
| YTD | +31.7% | -62.3% | +94.0% | +44.5% |
| 1Y | +30.1% | -61.8% | +91.9% | +41.4% |
| All | +30.1% | -61.0% | +91.1% | +41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling