+42.4%
BND vs STLA
+150.0%
-107.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | -1.4% | -13.8% | +12.3% | -1.4% |
| 30D | +0.6% | -10.5% | +11.1% | +0.6% |
| 3M | -1.6% | -28.9% | +27.3% | -1.5% |
| 6M | -1.5% | -49.7% | +48.2% | -1.4% |
| YTD | -1.5% | -64.9% | +63.5% | -1.2% |
| 1Y | -1.1% | -64.0% | +63.0% | -0.9% |
| 3Y | +13.6% | -77.4% | +91.0% | +13.8% |
| 5Y | -1.8% | -74.4% | +72.6% | -1.6% |
| 10Y | +17.0% | -6.4% | +23.4% | +18.3% |
| All | +42.4% | +150.0% | -107.5% | +44.9% |
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