-70.1%
STLA vs BB
-20.8%
-49.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.4% | -4.6% | -1.1% |
| 7D | -4.5% | +3.8% | -8.3% | -5.3% |
| 30D | -3.9% | -0.3% | -3.6% | -4.4% |
| 3M | -20.2% | -0.5% | -19.7% | -21.1% |
| 6M | -42.2% | +45.9% | -88.1% | -48.8% |
| YTD | -59.3% | +130.6% | -189.9% | -67.8% |
| 1Y | -56.1% | +89.2% | -145.2% | -63.8% |
| 3Y | -73.7% | +137.5% | -211.2% | -80.5% |
| All | -70.1% | -20.8% | -49.3% | -73.4% |
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