+274.7%
BBY vs STLA
-4.1%
+278.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.7% | +1.0% |
| 7D | +4.5% | -13.8% | +18.2% | +9.7% |
| 30D | +16.8% | -10.5% | +27.3% | +20.7% |
| 3M | +23.2% | -28.9% | +52.1% | +36.5% |
| 6M | +91.9% | -49.7% | +141.7% | +138.6% |
| YTD | +61.6% | -64.9% | +126.6% | +122.7% |
| 1Y | +43.9% | -64.0% | +107.9% | +95.4% |
| 3Y | +88.6% | -77.4% | +166.1% | +191.2% |
| 5Y | -3.1% | -74.4% | +71.3% | +37.9% |
| All | +274.7% | -4.1% | +278.8% | +271.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling