+18.5%
BBY vs STLA
-41.5%
+60.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +0.7% | -3.8% | +4.5% | +1.2% |
| 30D | +5.8% | -3.1% | +8.9% | +6.1% |
| 3M | +18.0% | -19.6% | +37.6% | +21.3% |
| 6M | +39.8% | -23.5% | +63.3% | +44.9% |
| YTD | +35.4% | -51.5% | +86.9% | +51.3% |
| All | +18.5% | -41.5% | +60.0% | +27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling