+25.1%
BDX vs STLA
-77.1%
+102.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.2% |
| 7D | +2.9% | -13.8% | +16.7% | +4.6% |
| 30D | +15.4% | -10.5% | +26.0% | +16.7% |
| 3M | +20.5% | -28.9% | +49.4% | +24.9% |
| 6M | +53.2% | -49.7% | +102.9% | +64.8% |
| YTD | +45.7% | -64.9% | +110.6% | +62.7% |
| 1Y | +47.3% | -64.0% | +111.3% | +63.7% |
| 3Y | +25.1% | -77.4% | +102.5% | +42.0% |
| All | +25.1% | -77.1% | +102.2% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling