+1,033.3%
BN vs STLA
+189.2%
+844.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.2% | +4.1% | +3.9% |
| 7D | +3.6% | -6.4% | +10.0% | +5.4% |
| 30D | +15.9% | -1.3% | +17.2% | +16.0% |
| 3M | -2.3% | -19.9% | +17.6% | +2.6% |
| 6M | -8.4% | -42.9% | +34.5% | +4.5% |
| YTD | -5.9% | -59.4% | +53.5% | +15.2% |
| 1Y | -5.6% | -56.8% | +51.2% | +13.4% |
| 3Y | +104.2% | -73.1% | +177.3% | +168.4% |
| 5Y | +35.5% | -70.1% | +105.6% | +70.9% |
| 10Y | +285.2% | +19.8% | +265.4% | +276.5% |
| All | +1,033.3% | +189.2% | +844.1% | +917.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling