+39.8%
BKNG vs STLA
-66.9%
+106.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -10.7% | -3.8% | -6.8% | -9.9% |
| 30D | -18.1% | -3.1% | -15.0% | -17.7% |
| 3M | +8.5% | -19.6% | +28.2% | +12.8% |
| 6M | -0.1% | -23.5% | +23.4% | +4.7% |
| YTD | -18.2% | -51.5% | +33.3% | -7.4% |
| 1Y | -19.9% | -39.7% | +19.8% | -14.0% |
| All | +39.8% | -66.9% | +106.7% | +61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling