+543.0%
XYZ vs STLA
-7.6%
+550.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.5% | +0.4% | -2.0% |
| 7D | +9.2% | -5.5% | +14.7% | +12.3% |
| 30D | +9.8% | -3.7% | +13.5% | +11.2% |
| 3M | -0.2% | -21.1% | +20.9% | +10.0% |
| 6M | +18.0% | -38.3% | +56.3% | +44.5% |
| YTD | +29.1% | -59.2% | +88.3% | +85.2% |
| 1Y | +14.1% | -56.7% | +70.8% | +57.6% |
| 3Y | +72.6% | -74.3% | +147.0% | +191.4% |
| 5Y | -64.6% | -70.2% | +5.6% | -45.3% |
| 10Y | +590.0% | +23.4% | +566.6% | +512.4% |
| All | +543.0% | -7.6% | +550.6% | +480.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling