+264.7%
BN vs STLA
+46.8%
+217.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | -0.1% | -1.2% |
| 7D | -3.0% | +0.4% | -3.4% | -3.1% |
| 30D | -13.0% | -5.2% | -7.8% | -11.5% |
| 3M | -15.2% | -24.9% | +9.6% | -6.7% |
| 6M | -5.9% | -25.2% | +19.3% | +3.2% |
| YTD | -15.8% | -51.4% | +35.6% | +6.1% |
| 1Y | -12.2% | -40.7% | +28.5% | +1.1% |
| 3Y | +72.2% | -66.3% | +138.5% | +136.5% |
| 5Y | +33.2% | -63.2% | +96.4% | +71.3% |
| 10Y | +264.7% | +48.7% | +215.9% | +237.4% |
| All | +264.7% | +46.8% | +217.9% | +237.4% |
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