-98.2%
BIYA vs STLA
-38.0%
-60.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.6% |
| 7D | +1.3% | +2.6% | -1.2% | +1.6% |
| 30D | -21.0% | -1.2% | -19.7% | -21.0% |
| 3M | -74.3% | -24.8% | -49.6% | -75.5% |
| 6M | -84.6% | -25.6% | -59.1% | -85.4% |
| YTD | -94.2% | -48.9% | -45.2% | -94.4% |
| 1Y | -98.2% | -38.8% | -59.5% | -98.1% |
| All | -98.2% | -38.0% | -60.2% | -98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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