-44.0%
BTDR vs STLA
-72.0%
+28.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.0% | -7.6% | -8.3% |
| 7D | -6.9% | -13.8% | +6.9% | -2.0% |
| 30D | -31.5% | -10.5% | -21.0% | -29.0% |
| 3M | -36.1% | -28.9% | -7.2% | -28.7% |
| 6M | -57.6% | -49.7% | -7.9% | -46.9% |
| YTD | -50.0% | -64.9% | +14.9% | -31.2% |
| 1Y | -49.6% | -64.0% | +14.4% | -31.7% |
| 3Y | +48.5% | -77.4% | +126.0% | +117.5% |
| 5Y | -43.8% | -74.4% | +30.6% | -18.9% |
| All | -44.0% | -72.0% | +28.0% | -17.9% |
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 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