+58.4%
BDX vs STLA
+51.9%
+6.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.8% | +1.2% |
| 7D | -3.6% | +0.4% | -3.9% | -3.6% |
| 30D | +0.7% | -5.2% | +5.9% | +1.4% |
| 3M | +19.0% | -24.9% | +43.8% | +23.5% |
| 6M | +10.8% | -25.2% | +36.0% | +14.7% |
| YTD | +20.1% | -51.4% | +71.6% | +31.5% |
| 1Y | +23.1% | -40.7% | +63.8% | +30.0% |
| 3Y | -8.8% | -66.3% | +57.4% | +2.2% |
| 5Y | -1.4% | -63.2% | +61.8% | +6.8% |
| All | +58.4% | +51.9% | +6.5% | +39.0% |
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 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