-13.6%
BKNG vs STLA
-53.0%
+39.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.8% | +6.0% | +9.1% |
| 7D | +15.6% | -0.6% | +16.2% | +15.6% |
| 30D | +8.0% | +3.6% | +4.4% | +7.2% |
| 3M | -11.8% | -20.6% | +8.9% | -8.1% |
| 6M | +3.8% | -34.3% | +38.1% | +11.6% |
| YTD | -19.6% | -57.3% | +37.7% | -6.9% |
| 1Y | -13.6% | -52.6% | +39.1% | -4.7% |
| All | -13.6% | -53.0% | +39.4% | -4.7% |
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