-52.6%
STLA vs BR
-14.2%
-38.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.0% | +0.8% | +2.8% |
| 7D | -0.6% | +7.0% | -7.6% | -2.9% |
| 30D | +3.6% | +19.0% | -15.4% | -2.3% |
| 3M | -20.6% | +13.1% | -33.7% | -23.8% |
| 6M | -34.3% | +24.6% | -59.0% | -38.3% |
| YTD | -57.3% | -13.6% | -43.7% | -52.5% |
| 1Y | -52.6% | -13.1% | -39.5% | -47.3% |
| All | -52.6% | -14.2% | -38.4% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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