+468.7%
BTSG vs STLA
-70.5%
+539.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.1% | +6.1% | +3.5% |
| 7D | +5.7% | +0.7% | +5.0% | +5.6% |
| 30D | +0.2% | -2.4% | +2.6% | +0.4% |
| 3M | +5.6% | -23.9% | +29.5% | +10.4% |
| 6M | +50.8% | -24.6% | +75.4% | +57.3% |
| YTD | +67.0% | -50.5% | +117.6% | +86.4% |
| 1Y | +145.5% | -39.8% | +185.4% | +159.4% |
| All | +468.7% | -70.5% | +539.2% | +528.1% |
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