+668.0%
BE vs STLA
-59.5%
+727.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.9% | -4.4% |
| 7D | +10.8% | -13.8% | +24.6% | +18.9% |
| 30D | -19.8% | -10.5% | -9.2% | -15.9% |
| 3M | -18.7% | -28.9% | +10.1% | -5.5% |
| 6M | -33.7% | -49.7% | +16.0% | -8.6% |
| YTD | +121.0% | -64.9% | +185.9% | +249.8% |
| 1Y | +85.4% | -64.0% | +149.4% | +187.8% |
| 3Y | +1,709.5% | -77.4% | +1,786.9% | +3,331.3% |
| 5Y | +462.2% | -74.4% | +536.6% | +849.8% |
| All | +668.0% | -59.5% | +727.4% | +687.4% |
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