+150.0%
STLA vs BR
+1,289.8%
-1,139.9%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.3% |
| 7D | -13.8% | +1.1% | -14.8% | -14.3% |
| 30D | -10.5% | +14.4% | -24.9% | -16.9% |
| 3M | -28.9% | +12.4% | -41.3% | -33.4% |
| 6M | -49.7% | +35.4% | -85.2% | -57.8% |
| YTD | -64.9% | -12.2% | -52.8% | -62.8% |
| 1Y | -64.0% | -12.7% | -51.3% | -61.7% |
| 3Y | -77.4% | +14.3% | -91.7% | -79.7% |
| 5Y | -74.4% | +19.3% | -93.7% | -77.9% |
| 10Y | -6.4% | +278.1% | -284.5% | -57.0% |
| All | +150.0% | +1,289.8% | -1,139.9% | -24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling