+21.7%
BTDR vs STLA
-66.2%
+87.9%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.1% | +5.4% | +3.9% |
| 7D | +22.4% | +0.7% | +21.7% | +22.0% |
| 30D | +16.5% | -2.4% | +18.8% | +17.5% |
| 3M | -31.5% | -23.9% | -7.6% | -22.1% |
| 6M | +74.0% | -24.6% | +98.7% | +100.9% |
| YTD | +13.0% | -50.5% | +63.5% | +55.2% |
| 1Y | -0.2% | -39.8% | +39.6% | +16.7% |
| All | +21.7% | -66.2% | +87.9% | +63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling