-98.6%
BIYA vs STLA
-41.2%
-57.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.4% | -0.6% |
| 7D | +2.7% | +0.4% | +2.4% | +2.8% |
| 30D | -16.7% | -5.2% | -11.5% | -17.0% |
| 3M | -74.6% | -24.9% | -49.8% | -75.7% |
| 6M | -85.4% | -25.2% | -60.2% | -86.2% |
| YTD | -94.2% | -51.4% | -42.8% | -94.4% |
| 1Y | -98.6% | -40.7% | -57.9% | -98.5% |
| All | -98.6% | -41.2% | -57.3% | -98.5% |
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