-9.7%
BDX vs STLA
-65.4%
+55.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.1% | 0.0% | -2.7% |
| 7D | -4.3% | +0.7% | -5.0% | -4.4% |
| 30D | +1.3% | -2.4% | +3.6% | +1.5% |
| 3M | +20.2% | -23.9% | +44.1% | +23.9% |
| 6M | +8.6% | -24.6% | +33.2% | +11.7% |
| YTD | +19.0% | -50.5% | +69.5% | +28.4% |
| 1Y | +21.2% | -39.8% | +61.0% | +26.5% |
| 3Y | -9.7% | -65.6% | +55.9% | -6.6% |
| All | -9.7% | -65.4% | +55.7% | -6.6% |
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 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