+641.7%
BE vs STLA
-54.8%
+696.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.6% | -0.7% | -2.6% |
| 7D | -13.4% | -4.9% | -8.4% | -11.0% |
| 30D | -33.9% | -4.9% | -29.0% | -32.4% |
| 3M | -12.0% | -23.7% | +11.7% | -0.9% |
| 6M | -29.0% | -45.0% | +16.0% | -6.2% |
| YTD | +113.4% | -60.9% | +174.3% | +221.1% |
| 1Y | +33.2% | -58.9% | +92.1% | +93.5% |
| 3Y | +1,659.2% | -74.4% | +1,733.6% | +3,038.3% |
| 5Y | +461.4% | -71.5% | +532.9% | +802.3% |
| All | +641.7% | -54.8% | +696.5% | +622.8% |
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