+263.8%
STLA vs BG
+259.8%
+4.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.4% | +1.7% |
| 7D | +2.6% | +2.8% | -0.2% | +1.5% |
| 30D | -1.2% | +12.0% | -13.3% | -5.3% |
| 3M | -24.8% | -7.7% | -17.1% | -23.3% |
| 6M | -25.6% | +4.5% | -30.1% | -27.9% |
| YTD | -48.9% | +35.7% | -84.6% | -55.2% |
| 1Y | -38.8% | +50.1% | -88.8% | -48.4% |
| 3Y | -64.5% | +12.6% | -77.1% | -67.5% |
| 5Y | -62.4% | +75.4% | -137.9% | -71.4% |
| 10Y | +55.4% | +150.5% | -95.1% | -2.2% |
| All | +263.8% | +259.8% | +4.0% | +125.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling