-31.5%
BROS vs STLA
-41.2%
+9.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.8% |
| 7D | -6.6% | +0.4% | -7.0% | -6.6% |
| 30D | -12.3% | -5.2% | -7.1% | -11.9% |
| 3M | -22.2% | -24.9% | +2.7% | -19.7% |
| 6M | -14.3% | -25.2% | +10.9% | -11.6% |
| YTD | -26.6% | -51.4% | +24.9% | -20.2% |
| 1Y | -31.5% | -40.7% | +9.2% | -31.5% |
| All | -31.5% | -41.2% | +9.7% | -31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling