-67.1%
STLA vs BTG
+99.9%
-167.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.5% | -2.0% |
| 7D | +0.4% | +2.4% | -2.0% | +0.1% |
| 30D | -5.2% | +9.5% | -14.7% | -6.2% |
| 3M | -24.9% | +38.5% | -63.4% | -27.6% |
| 6M | -25.2% | +5.6% | -30.8% | -26.4% |
| YTD | -51.4% | +23.9% | -75.4% | -53.1% |
| 1Y | -40.7% | +32.1% | -72.8% | -43.8% |
| All | -67.1% | +99.9% | -167.0% | -71.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling