-98.7%
BIYA vs STLA
-59.1%
-39.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.6% | +8.5% | +4.6% |
| 7D | -4.1% | -4.9% | +0.8% | -4.4% |
| 30D | -35.5% | -4.9% | -30.6% | -35.8% |
| 3M | -56.3% | -23.7% | -32.6% | -56.8% |
| 6M | -88.7% | -45.0% | -43.7% | -89.4% |
| YTD | -97.0% | -60.9% | -36.1% | -97.0% |
| 1Y | -98.7% | -58.9% | -39.8% | -98.7% |
| All | -98.7% | -59.1% | -39.6% | -98.7% |
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