+137.1%
BP vs STLA
+3.2%
+133.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.5% | +5.0% | +2.5% |
| 7D | -0.8% | -11.6% | +10.8% | +2.7% |
| 30D | -3.1% | -6.2% | +3.0% | -2.0% |
| 3M | +6.2% | -24.6% | +30.7% | +13.6% |
| 6M | +4.8% | -44.9% | +49.7% | +22.0% |
| YTD | +35.2% | -62.3% | +97.4% | +72.7% |
| 1Y | +27.4% | -61.8% | +89.2% | +61.4% |
| 3Y | +49.8% | -75.3% | +125.1% | +109.0% |
| 5Y | +109.4% | -72.5% | +181.9% | +169.0% |
| All | +137.1% | +3.2% | +133.9% | +101.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling