+5.3%
STLA vs BB
+28.9%
-23.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.8% | -3.5% |
| 7D | -4.9% | +11.6% | -16.5% | -6.8% |
| 30D | -4.9% | +2.6% | -7.5% | -5.9% |
| 3M | -23.7% | +3.5% | -27.2% | -25.0% |
| 6M | -45.0% | +43.5% | -88.4% | -50.3% |
| YTD | -60.9% | +141.2% | -202.0% | -68.3% |
| 1Y | -58.9% | +97.4% | -156.3% | -65.5% |
| 3Y | -74.4% | +151.1% | -225.5% | -80.5% |
| 5Y | -71.5% | -12.8% | -58.7% | -74.6% |
| 10Y | +5.3% | +27.5% | -22.2% | -36.7% |
| All | +5.3% | +28.9% | -23.7% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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