+126.6%
BHP vs STLA
-63.2%
+189.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.1% | +0.8% |
| 7D | +0.9% | +0.4% | +0.5% | +0.7% |
| 30D | +4.0% | -5.2% | +9.2% | +5.3% |
| 3M | +11.3% | -24.9% | +36.1% | +20.1% |
| 6M | +29.3% | -25.2% | +54.5% | +39.4% |
| YTD | +59.2% | -51.4% | +110.6% | +90.8% |
| 1Y | +80.8% | -40.7% | +121.5% | +101.4% |
| 3Y | +88.0% | -66.3% | +154.2% | +138.9% |
| 5Y | +126.6% | -63.2% | +189.9% | +166.1% |
| All | +126.6% | -63.2% | +189.8% | +166.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling