+832.3%
BNY vs STLA
+246.1%
+586.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.6% | +0.2% |
| 7D | +0.3% | +0.4% | -0.1% | +0.2% |
| 30D | +1.9% | -5.2% | +7.1% | +2.8% |
| 3M | +13.9% | -24.9% | +38.8% | +20.4% |
| 6M | +42.3% | -25.2% | +67.5% | +49.8% |
| YTD | +41.8% | -51.4% | +93.3% | +61.8% |
| 1Y | +57.9% | -40.7% | +98.6% | +70.6% |
| 3Y | +290.7% | -66.3% | +357.0% | +364.6% |
| 5Y | +252.3% | -63.2% | +315.5% | +303.4% |
| 10Y | +412.8% | +48.7% | +364.1% | +348.7% |
| All | +832.3% | +246.1% | +586.1% | +696.1% |
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