-64.0%
STLA vs BB
+99.6%
-163.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.9% |
| 7D | -13.8% | +1.8% | -15.6% | -13.9% |
| 30D | -10.5% | +8.1% | -18.7% | -11.3% |
| 3M | -28.9% | -1.0% | -27.9% | -29.3% |
| 6M | -49.7% | +45.9% | -95.6% | -53.2% |
| YTD | -64.9% | +134.8% | -199.8% | -69.6% |
| 1Y | -64.0% | +104.6% | -168.6% | -68.0% |
| All | -64.0% | +99.6% | -163.6% | -68.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling