+296.8%
BHP vs STLA
+263.8%
+32.9%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.7% |
| 7D | -2.9% | +2.6% | -5.5% | -3.6% |
| 30D | +3.4% | -1.2% | +4.6% | +3.5% |
| 3M | +4.1% | -24.8% | +28.8% | +11.8% |
| 6M | +20.6% | -25.6% | +46.2% | +29.6% |
| YTD | +56.1% | -48.9% | +105.0% | +82.4% |
| 1Y | +69.6% | -38.8% | +108.4% | +87.0% |
| 3Y | +78.8% | -64.5% | +143.3% | +121.0% |
| 5Y | +113.1% | -62.4% | +175.5% | +153.1% |
| 10Y | +505.9% | +55.4% | +450.5% | +415.4% |
| All | +296.8% | +263.8% | +32.9% | +228.0% |
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