+47.6%
STLA vs BTG
+158.3%
-110.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.1% |
| 7D | -3.8% | -5.5% | +1.6% | -3.4% |
| 30D | -3.1% | +6.1% | -9.2% | -3.6% |
| 3M | -19.6% | +38.6% | -58.3% | -22.0% |
| 6M | -23.5% | +0.7% | -24.2% | -24.0% |
| YTD | -51.5% | +20.3% | -71.9% | -52.7% |
| 1Y | -39.7% | +25.0% | -64.7% | -41.6% |
| 3Y | -66.3% | +97.3% | -163.6% | -69.0% |
| 5Y | -63.1% | +78.3% | -141.5% | -66.1% |
| All | +47.6% | +158.3% | -110.7% | +39.6% |
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