+362.5%
BDX vs STLA
+263.8%
+98.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.7% |
| 7D | -2.5% | +2.6% | -5.1% | -2.8% |
| 30D | +8.3% | -1.2% | +9.5% | +8.3% |
| 3M | +24.4% | -24.8% | +49.2% | +28.0% |
| 6M | +9.2% | -25.6% | +34.7% | +12.2% |
| YTD | +22.7% | -48.9% | +71.7% | +30.6% |
| 1Y | +25.9% | -38.8% | +64.6% | +30.9% |
| 3Y | -10.5% | -64.5% | +54.1% | -2.9% |
| 5Y | +1.9% | -62.4% | +64.4% | +8.3% |
| 10Y | +58.7% | +55.4% | +3.3% | +46.1% |
| All | +362.5% | +263.8% | +98.7% | +326.6% |
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 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