-0.5%
BBY vs STLA
-63.7%
+63.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +0.7% | -3.8% | +4.5% | +2.0% |
| 30D | +5.8% | -3.1% | +8.9% | +6.5% |
| 3M | +18.0% | -19.6% | +37.6% | +26.0% |
| 6M | +39.8% | -23.5% | +63.3% | +50.5% |
| YTD | +35.4% | -51.5% | +86.9% | +68.2% |
| 1Y | +21.4% | -39.7% | +61.1% | +36.3% |
| 3Y | +39.5% | -66.3% | +105.9% | +86.1% |
| 5Y | -0.5% | -63.1% | +62.7% | +20.0% |
| All | -0.5% | -63.7% | +63.2% | +20.0% |
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