+977.1%
BE vs STLA
-43.9%
+1,021.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.9% | -1.0% | -1.9% |
| 7D | +23.9% | +0.4% | +23.6% | +23.7% |
| 30D | +27.8% | -5.2% | +33.0% | +30.3% |
| 3M | +3.7% | -24.9% | +28.6% | +18.2% |
| 6M | +78.0% | -25.2% | +103.1% | +102.5% |
| YTD | +209.9% | -51.4% | +261.3% | +322.5% |
| 1Y | +389.6% | -40.7% | +430.3% | +488.5% |
| 3Y | +1,730.6% | -66.3% | +1,796.9% | +2,748.3% |
| 5Y | +1,227.8% | -63.2% | +1,291.1% | +1,795.1% |
| All | +977.1% | -43.9% | +1,021.0% | +851.0% |
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 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