+61.0%
BMY vs STLA
+51.6%
+9.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -6.4% | -3.8% | -2.5% | -5.9% |
| 30D | +0.2% | -3.1% | +3.3% | +0.5% |
| 3M | +16.0% | -19.6% | +35.6% | +18.7% |
| 6M | +8.3% | -23.5% | +31.8% | +11.1% |
| YTD | +22.2% | -51.5% | +73.7% | +31.5% |
| 1Y | +41.7% | -39.7% | +81.4% | +47.3% |
| 3Y | +20.7% | -66.3% | +87.0% | +33.1% |
| 5Y | +23.9% | -63.1% | +87.1% | +32.6% |
| All | +61.0% | +51.6% | +9.4% | +48.3% |
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