-99.9%
BIYA vs STLA
-59.8%
-40.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | -7.8% | -6.4% | -1.4% | -6.7% |
| 30D | -38.5% | -1.3% | -37.2% | -38.5% |
| 3M | -59.5% | -19.9% | -39.6% | -57.9% |
| 6M | -89.2% | -42.9% | -46.3% | -88.0% |
| YTD | -97.1% | -59.4% | -37.7% | -96.4% |
| 1Y | -99.0% | -56.8% | -42.2% | -98.8% |
| All | -99.9% | -59.8% | -40.1% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling