-50.2%
BROS vs STLA
-70.1%
+19.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | -21.2% | -4.5% | -16.7% | -19.7% |
| 30D | -11.6% | -3.9% | -7.6% | -10.4% |
| 3M | -36.7% | -20.2% | -16.5% | -32.2% |
| 6M | -42.8% | -42.2% | -0.7% | -32.0% |
| YTD | -44.8% | -59.3% | +14.5% | -27.4% |
| 1Y | -36.5% | -56.1% | +19.5% | -19.4% |
| 3Y | +27.0% | -73.7% | +100.6% | +85.4% |
| All | -50.2% | -70.1% | +19.9% | -47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling