+18.4%
BROS vs STLA
-64.5%
+82.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | -6.1% | -3.8% | -2.2% | -4.9% |
| 30D | -12.4% | -3.1% | -9.2% | -11.7% |
| 3M | -27.9% | -19.6% | -8.3% | -23.1% |
| 6M | -16.8% | -23.5% | +6.7% | -10.4% |
| YTD | -29.0% | -51.5% | +22.5% | -12.5% |
| 1Y | -33.2% | -39.7% | +6.5% | -25.5% |
| 3Y | +56.8% | -66.3% | +123.1% | +105.0% |
| All | +18.4% | -64.5% | +82.9% | +16.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling