+332.2%
BHP vs STLA
-4.1%
+336.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.2% | -0.9% |
| 7D | -0.5% | -13.8% | +13.3% | +4.5% |
| 30D | -4.5% | -10.5% | +6.0% | -1.5% |
| 3M | -6.9% | -28.9% | +22.0% | +3.1% |
| 6M | -10.6% | -49.7% | +39.2% | +11.2% |
| YTD | +37.2% | -64.9% | +102.1% | +88.8% |
| 1Y | +48.0% | -64.0% | +112.1% | +101.1% |
| 3Y | +52.6% | -77.4% | +130.0% | +132.9% |
| 5Y | +116.5% | -74.4% | +190.9% | +202.9% |
| All | +332.2% | -4.1% | +336.3% | +302.9% |
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