-39.7%
STLA vs BR
-31.2%
-8.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -3.8% | -6.0% | +2.1% | -2.0% |
| 30D | -3.1% | -0.9% | -2.3% | -2.8% |
| 3M | -19.6% | +16.4% | -36.0% | -22.7% |
| 6M | -23.5% | -8.2% | -15.3% | -18.5% |
| YTD | -51.5% | -23.2% | -28.3% | -44.4% |
| 1Y | -39.7% | -30.9% | -8.7% | -22.7% |
| All | -39.7% | -31.2% | -8.4% | -22.7% |
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