+42.6%
BND vs STLA
+152.6%
-109.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.1% | +5.4% | -0.6% |
| 7D | -1.4% | -13.1% | +11.7% | -1.3% |
| 30D | +0.8% | -13.3% | +14.1% | +0.9% |
| 3M | -1.2% | -27.9% | +26.6% | -1.1% |
| 6M | -1.4% | -47.8% | +46.5% | -1.2% |
| YTD | -1.3% | -64.6% | +63.2% | -1.1% |
| 1Y | -1.2% | -64.0% | +62.8% | -1.0% |
| 3Y | +13.7% | -76.8% | +90.6% | +13.9% |
| 5Y | -1.7% | -74.2% | +72.5% | -1.5% |
| 10Y | +17.2% | -5.4% | +22.5% | +18.5% |
| All | +42.6% | +152.6% | -109.9% | +45.1% |
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