+533.2%
XYZ vs STLA
+15.7%
+517.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.3% |
| 7D | -1.0% | +2.6% | -3.6% | -2.2% |
| 30D | -1.7% | -1.2% | -0.5% | -1.4% |
| 3M | +16.7% | -24.8% | +41.5% | +32.1% |
| 6M | +26.9% | -25.6% | +52.4% | +43.2% |
| YTD | +27.1% | -48.9% | +76.1% | +66.1% |
| 1Y | +9.3% | -38.8% | +48.0% | +28.2% |
| 3Y | +42.3% | -64.5% | +106.8% | +107.7% |
| 5Y | -69.3% | -62.4% | -6.9% | -57.0% |
| 10Y | +586.8% | +55.4% | +531.4% | +450.2% |
| All | +533.2% | +15.7% | +517.5% | +420.6% |
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