+2.5%
STLA vs BUD
-3.2%
+5.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.3% | -5.8% | -5.9% |
| 7D | -13.1% | -1.6% | -11.5% | -12.2% |
| 30D | -13.3% | +6.7% | -19.9% | -16.7% |
| 3M | -27.9% | +5.9% | -33.7% | -30.4% |
| 6M | -47.8% | +5.1% | -52.9% | -49.8% |
| YTD | -64.6% | +32.9% | -97.4% | -70.6% |
| 1Y | -64.0% | +31.8% | -95.8% | -70.0% |
| 3Y | -76.8% | +47.4% | -124.2% | -82.4% |
| 5Y | -74.2% | +50.8% | -125.0% | -80.8% |
| All | +2.5% | -3.2% | +5.7% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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