-38.8%
STLA vs BTG
+38.4%
-77.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.4% |
| 7D | +2.6% | -0.9% | +3.5% | +2.6% |
| 30D | -1.2% | +36.8% | -38.1% | -4.2% |
| 3M | -24.8% | +23.1% | -47.9% | -26.4% |
| 6M | -25.6% | +3.5% | -29.0% | -27.5% |
| YTD | -48.9% | +25.5% | -74.4% | -50.1% |
| 1Y | -38.8% | +40.1% | -78.9% | -41.7% |
| All | -38.8% | +38.4% | -77.1% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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