+48.9%
BHP vs STLA
-64.2%
+113.1%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.1% | +4.2% | -0.6% |
| 7D | +2.5% | -13.1% | +15.5% | +5.4% |
| 30D | -5.2% | -13.3% | +8.0% | -2.5% |
| 3M | -8.7% | -27.9% | +19.1% | -2.5% |
| 6M | -6.9% | -47.8% | +41.0% | +6.9% |
| YTD | +39.0% | -64.6% | +103.5% | +64.6% |
| 1Y | +48.9% | -64.0% | +112.9% | +74.7% |
| All | +48.9% | -64.2% | +113.1% | +74.7% |
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