+19.6%
BTDR vs STLA
-60.4%
+80.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.5% | +3.0% |
| 7D | -3.4% | -2.9% | -0.5% | -2.4% |
| 30D | +32.6% | +0.9% | +31.7% | +32.2% |
| 3M | -32.2% | -21.6% | -10.6% | -26.9% |
| 6M | +52.4% | -21.6% | +74.0% | +66.3% |
| YTD | +6.7% | -50.4% | +57.1% | +31.5% |
| 1Y | -15.2% | -43.6% | +28.3% | -1.7% |
| 3Y | +14.9% | -66.4% | +81.3% | +50.2% |
| 5Y | +20.8% | -62.3% | +83.1% | +56.7% |
| All | +19.6% | -60.4% | +80.0% | +56.9% |
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