+209.9%
BKNG vs STLA
+51.6%
+158.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -10.7% | -3.8% | -6.8% | -9.4% |
| 30D | -18.1% | -3.1% | -15.0% | -17.4% |
| 3M | +8.5% | -19.6% | +28.2% | +16.1% |
| 6M | -0.1% | -23.5% | +23.4% | +8.0% |
| YTD | -18.2% | -51.5% | +33.3% | +1.6% |
| 1Y | -19.9% | -39.7% | +19.8% | -9.4% |
| 3Y | +41.6% | -66.3% | +107.9% | +87.3% |
| 5Y | +93.1% | -63.1% | +156.3% | +139.3% |
| All | +209.9% | +51.6% | +158.3% | +161.8% |
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