+24.7%
BTDR vs STLA
-63.2%
+87.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -2.0% |
| 7D | +14.8% | +0.4% | +14.4% | +14.7% |
| 30D | +41.8% | -5.2% | +47.0% | +44.3% |
| 3M | -29.2% | -24.9% | -4.3% | -22.3% |
| 6M | +66.2% | -25.2% | +91.3% | +84.3% |
| YTD | +10.0% | -51.4% | +61.4% | +37.1% |
| 1Y | -11.0% | -40.7% | +29.7% | +1.3% |
| 3Y | +6.9% | -66.3% | +73.2% | +41.5% |
| 5Y | +24.7% | -63.2% | +87.9% | +64.5% |
| All | +24.7% | -63.2% | +87.8% | +64.5% |
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 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