-62.1%
STLA vs BB
-27.1%
-35.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.2% | -5.3% | -3.5% |
| 7D | +0.7% | +0.5% | +0.2% | +0.6% |
| 30D | -2.4% | -12.4% | +10.0% | 0.0% |
| 3M | -23.9% | -15.3% | -8.6% | -22.8% |
| 6M | -24.6% | +128.8% | -153.4% | -39.6% |
| YTD | -50.5% | +107.7% | -158.2% | -59.6% |
| 1Y | -39.8% | +103.9% | -143.7% | -51.1% |
| 3Y | -65.6% | +72.6% | -138.2% | -72.4% |
| 5Y | -62.1% | -24.3% | -37.8% | -65.2% |
| All | -62.1% | -27.1% | -35.0% | -65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling