+1.5%
STLA vs BTG
+164.8%
-163.4%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -13.8% | -9.1% | -4.7% | -13.0% |
| 30D | -10.5% | -1.6% | -8.9% | -10.4% |
| 3M | -28.9% | -2.8% | -26.1% | -28.8% |
| 6M | -49.7% | -7.6% | -42.1% | -49.6% |
| YTD | -64.9% | +10.2% | -75.2% | -65.6% |
| 1Y | -64.0% | +21.3% | -85.3% | -65.1% |
| 3Y | -77.4% | +82.7% | -160.1% | -79.3% |
| 5Y | -74.4% | +30.8% | -105.2% | -76.3% |
| All | +1.5% | +164.8% | -163.4% | -7.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling