+263.8%
STLA vs BR
+1,148.5%
-884.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.6% | +3.1% |
| 7D | +2.6% | -5.3% | +7.9% | +5.6% |
| 30D | -1.2% | +6.4% | -7.7% | -4.6% |
| 3M | -24.8% | +13.6% | -38.4% | -30.1% |
| 6M | -25.6% | -6.7% | -18.9% | -23.7% |
| YTD | -48.9% | -21.1% | -27.8% | -42.5% |
| 1Y | -38.8% | -29.6% | -9.2% | -26.6% |
| 3Y | -64.5% | -2.4% | -62.2% | -65.1% |
| 5Y | -62.4% | +11.2% | -73.7% | -66.4% |
| 10Y | +55.4% | +191.8% | -136.4% | -18.5% |
| All | +263.8% | +1,148.5% | -884.7% | +16.2% |
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