-63.7%
XYZ vs STLA
-74.6%
+10.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.9% | +3.3% |
| 7D | -1.1% | -13.8% | +12.7% | +6.4% |
| 30D | +11.5% | -10.5% | +22.0% | +17.3% |
| 3M | +1.8% | -28.9% | +30.7% | +18.9% |
| 6M | +21.2% | -49.7% | +70.9% | +68.0% |
| YTD | +29.9% | -64.9% | +94.9% | +109.5% |
| 1Y | +35.8% | -64.0% | +99.8% | +113.7% |
| 3Y | +62.6% | -77.4% | +140.0% | +218.4% |
| All | -63.7% | -74.6% | +10.9% | -49.4% |
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 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