-2.1%
BROS vs STLA
-74.3%
+72.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.0% | +7.5% | +6.8% |
| 7D | +6.3% | -13.8% | +20.1% | +11.5% |
| 30D | -8.3% | -10.5% | +2.2% | -4.9% |
| 3M | -29.8% | -28.9% | -0.9% | -22.2% |
| 6M | -25.8% | -49.7% | +23.9% | -8.5% |
| YTD | -41.4% | -64.9% | +23.6% | -20.1% |
| 1Y | -35.2% | -64.0% | +28.9% | -12.8% |
| 3Y | +32.8% | -77.4% | +110.2% | +100.0% |
| 5Y | -42.2% | -74.4% | +32.3% | -38.3% |
| All | -2.1% | -74.3% | +72.2% | +6.0% |
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