+289.9%
BNY vs STLA
-66.1%
+356.0%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.2% | -0.3% |
| 7D | -1.3% | -2.9% | +1.6% | -1.0% |
| 30D | -0.2% | +0.9% | -1.1% | -0.4% |
| 3M | +14.9% | -21.6% | +36.6% | +18.5% |
| 6M | +40.0% | -21.6% | +61.6% | +43.9% |
| YTD | +42.0% | -50.4% | +92.4% | +55.0% |
| 1Y | +56.9% | -43.6% | +100.4% | +65.9% |
| 3Y | +289.9% | -66.4% | +356.3% | +320.9% |
| All | +289.9% | -66.1% | +356.0% | +320.9% |
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 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