+59.4%
BE vs STLA
-64.2%
+123.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.1% | +2.5% | -2.6% |
| 7D | +20.5% | -13.1% | +33.6% | +23.4% |
| 30D | -23.4% | -13.3% | -10.1% | -21.6% |
| 3M | -14.9% | -27.9% | +13.0% | -10.7% |
| 6M | -28.1% | -47.8% | +19.8% | -20.5% |
| YTD | +132.4% | -64.6% | +197.0% | +169.2% |
| 1Y | +59.4% | -64.0% | +123.3% | +81.4% |
| All | +59.4% | -64.2% | +123.5% | +81.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling