+263.8%
STLA vs BB
-86.9%
+350.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +2.6% | -5.6% | +8.2% | +3.5% |
| 30D | -1.2% | -11.8% | +10.6% | +0.5% |
| 3M | -24.8% | -25.5% | +0.8% | -22.4% |
| 6M | -25.6% | +121.3% | -146.8% | -35.5% |
| YTD | -48.9% | +103.2% | -152.1% | -55.3% |
| 1Y | -38.8% | +102.6% | -141.4% | -46.6% |
| 3Y | -64.5% | +37.5% | -102.0% | -68.5% |
| 5Y | -62.4% | -30.4% | -32.0% | -64.5% |
| 10Y | +55.4% | 0.0% | +55.4% | +20.5% |
| All | +263.8% | -86.9% | +350.7% | +228.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling