-7.4%
BN vs STLA
-59.1%
+51.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.3% | -0.7% |
| 7D | +4.3% | -4.9% | +9.2% | +5.4% |
| 30D | +14.3% | -4.9% | +19.2% | +15.3% |
| 3M | -4.1% | -23.7% | +19.6% | +0.5% |
| 6M | -9.7% | -45.0% | +35.3% | 0.0% |
| YTD | -7.1% | -60.9% | +53.7% | +5.6% |
| 1Y | -7.4% | -58.9% | +51.5% | +4.0% |
| All | -7.4% | -59.1% | +51.7% | +4.0% |
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