-67.1%
STLA vs BG
+19.0%
-86.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.5% | -1.8% |
| 7D | +0.4% | +0.5% | -0.1% | +0.2% |
| 30D | -5.2% | +10.3% | -15.5% | -7.7% |
| 3M | -24.9% | -1.9% | -23.0% | -24.7% |
| 6M | -25.2% | +5.2% | -30.4% | -27.2% |
| YTD | -51.4% | +41.2% | -92.6% | -58.0% |
| 1Y | -40.7% | +50.5% | -91.2% | -50.1% |
| All | -67.1% | +19.0% | -86.1% | -74.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling