+66.2%
XYZ vs STLA
-74.3%
+140.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.6% | +0.3% | -2.2% |
| 7D | +12.6% | -4.9% | +17.5% | +14.6% |
| 30D | +10.8% | -4.9% | +15.7% | +12.4% |
| 3M | +8.4% | -23.7% | +32.0% | +17.0% |
| 6M | +14.3% | -45.0% | +59.3% | +36.2% |
| YTD | +31.5% | -60.9% | +92.4% | +71.3% |
| 1Y | +28.1% | -58.9% | +87.0% | +62.9% |
| 3Y | +66.2% | -74.4% | +140.6% | +126.4% |
| All | +66.2% | -74.3% | +140.4% | +126.4% |
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 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