+961.2%
BN vs STLA
+263.8%
+697.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.5% | -0.6% |
| 7D | -2.5% | +2.6% | -5.1% | -3.1% |
| 30D | -9.5% | -1.2% | -8.3% | -9.4% |
| 3M | -10.4% | -24.8% | +14.4% | -4.2% |
| 6M | -6.4% | -25.6% | +19.2% | +0.1% |
| YTD | -11.9% | -48.9% | +37.1% | +2.3% |
| 1Y | -8.6% | -38.8% | +30.2% | +0.5% |
| 3Y | +77.6% | -64.5% | +142.1% | +119.0% |
| 5Y | +37.0% | -62.4% | +99.5% | +63.9% |
| 10Y | +266.4% | +55.4% | +211.0% | +238.0% |
| All | +961.2% | +263.8% | +697.4% | +803.6% |
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