+301.3%
BBY vs STLA
+263.8%
+37.5%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.3% | +1.9% | +2.9% |
| 7D | +9.5% | +2.6% | +6.9% | +8.8% |
| 30D | +6.8% | -1.2% | +8.1% | +6.9% |
| 3M | +28.9% | -24.8% | +53.6% | +37.1% |
| 6M | +37.8% | -25.6% | +63.4% | +46.4% |
| YTD | +38.7% | -48.9% | +87.7% | +59.2% |
| 1Y | +23.7% | -38.8% | +62.5% | +34.8% |
| 3Y | +39.1% | -64.5% | +103.6% | +69.2% |
| 5Y | -0.4% | -62.4% | +62.0% | +17.4% |
| 10Y | +234.0% | +55.4% | +178.6% | +205.8% |
| All | +301.3% | +263.8% | +37.5% | +232.9% |
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