+593.0%
BE vs STLA
-53.0%
+645.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.6% | +3.5% |
| 7D | -14.7% | -4.5% | -10.2% | -12.9% |
| 30D | -40.5% | -3.9% | -36.6% | -39.5% |
| 3M | -24.3% | -20.2% | -4.2% | -16.7% |
| 6M | -39.3% | -42.2% | +2.9% | -21.7% |
| YTD | +99.4% | -59.3% | +158.7% | +194.3% |
| 1Y | +26.6% | -56.1% | +82.6% | +77.6% |
| 3Y | +1,616.9% | -73.7% | +1,690.6% | +2,916.7% |
| 5Y | +441.4% | -70.3% | +511.7% | +751.0% |
| All | +593.0% | -53.0% | +645.9% | +562.4% |
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 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