-52.6%
STLA vs BG
+7.2%
-59.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.4% | +1.4% | +3.9% |
| 7D | -0.6% | -3.8% | +3.1% | -0.9% |
| 30D | +3.6% | -9.6% | +13.2% | +3.0% |
| 3M | -20.6% | -8.5% | -12.1% | -21.1% |
| 6M | -34.3% | -23.0% | -11.3% | -34.7% |
| YTD | -57.3% | +10.9% | -68.2% | -64.6% |
| 1Y | -52.6% | +6.0% | -58.6% | -59.6% |
| All | -52.6% | +7.2% | -59.8% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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