+72.6%
XYZ vs STLA
-74.0%
+146.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +12.1% | -4.5% | +16.7% | +13.9% |
| 30D | +12.4% | -3.9% | +16.3% | +13.6% |
| 3M | +8.2% | -20.2% | +28.4% | +15.2% |
| 6M | +20.7% | -42.2% | +62.9% | +41.7% |
| YTD | +31.3% | -59.3% | +90.6% | +69.1% |
| 1Y | +20.5% | -56.1% | +76.6% | +49.7% |
| 3Y | +72.6% | -73.7% | +146.3% | +137.0% |
| All | +72.6% | -74.0% | +146.7% | +137.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling