-63.1%
STLA vs BG
+88.4%
-151.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | -3.8% | +3.7% | -7.5% | -4.9% |
| 30D | -3.1% | +12.3% | -15.5% | -6.7% |
| 3M | -19.6% | -2.2% | -17.4% | -19.5% |
| 6M | -23.5% | +5.3% | -28.8% | -25.7% |
| YTD | -51.5% | +42.4% | -93.9% | -58.1% |
| 1Y | -39.7% | +55.2% | -94.9% | -49.6% |
| 3Y | -66.3% | +21.0% | -87.3% | -70.3% |
| 5Y | -63.1% | +87.1% | -150.3% | -76.5% |
| All | -63.1% | +88.4% | -151.5% | -76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling