-63.9%
XYZ vs STLA
-70.1%
+6.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +12.1% | -4.5% | +16.7% | +14.9% |
| 30D | +12.4% | -3.9% | +16.3% | +14.1% |
| 3M | +8.2% | -20.2% | +28.4% | +19.5% |
| 6M | +20.7% | -42.2% | +62.9% | +56.1% |
| YTD | +31.3% | -59.3% | +90.6% | +96.8% |
| 1Y | +20.5% | -56.1% | +76.6% | +70.4% |
| 3Y | +72.6% | -73.7% | +146.3% | +212.2% |
| All | -63.9% | -70.1% | +6.2% | -53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling