+35.8%
XYZ vs STLA
-64.5%
+100.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.9% | +3.0% |
| 7D | -1.1% | -13.8% | +12.7% | +1.8% |
| 30D | +11.5% | -10.5% | +22.0% | +14.1% |
| 3M | +1.8% | -28.9% | +30.7% | +7.8% |
| 6M | +21.2% | -49.7% | +70.9% | +34.0% |
| YTD | +29.9% | -64.9% | +94.9% | +44.2% |
| 1Y | +35.8% | -64.0% | +99.8% | +49.7% |
| All | +35.8% | -64.5% | +100.2% | +49.7% |
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