+94.8%
BN vs STLA
-77.1%
+171.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.3% |
| 7D | -1.0% | -13.8% | +12.8% | +3.3% |
| 30D | +14.0% | -10.5% | +24.5% | +17.4% |
| 3M | -9.0% | -28.9% | +19.9% | -0.2% |
| 6M | -8.8% | -49.7% | +40.9% | +10.7% |
| YTD | -10.3% | -64.9% | +54.7% | +19.6% |
| 1Y | -5.8% | -64.0% | +58.2% | +23.9% |
| 3Y | +94.8% | -77.4% | +172.2% | +164.8% |
| All | +94.8% | -77.1% | +171.9% | +164.8% |
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 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