+48.7%
STLA vs BB
+2.1%
+46.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.3% | -1.6% |
| 7D | +0.4% | +1.8% | -1.5% | 0.0% |
| 30D | -5.2% | -12.2% | +7.0% | -3.0% |
| 3M | -24.9% | -12.3% | -12.5% | -24.3% |
| 6M | -25.2% | +122.7% | -147.9% | -37.9% |
| YTD | -51.4% | +104.5% | -155.9% | -59.1% |
| 1Y | -40.7% | +106.7% | -147.4% | -50.5% |
| 3Y | -66.3% | +70.0% | -136.2% | -72.2% |
| 5Y | -63.2% | -27.8% | -35.5% | -65.9% |
| 10Y | +48.7% | +2.4% | +46.4% | -7.6% |
| All | +48.7% | +2.1% | +46.6% | -7.6% |
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