+127.0%
BP vs STLA
+12.4%
+114.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | +1.0% |
| 7D | -6.3% | -4.9% | -1.4% | -5.1% |
| 30D | -3.6% | -4.9% | +1.3% | -2.8% |
| 3M | +5.2% | -23.7% | +28.9% | +12.3% |
| 6M | +5.3% | -45.0% | +50.3% | +22.7% |
| YTD | +33.1% | -60.9% | +94.0% | +68.3% |
| 1Y | +26.3% | -58.9% | +85.2% | +56.2% |
| 3Y | +47.5% | -74.4% | +121.9% | +103.7% |
| 5Y | +106.2% | -71.5% | +177.7% | +162.2% |
| 10Y | +127.0% | +5.3% | +121.7% | +95.3% |
| All | +127.0% | +12.4% | +114.6% | +95.3% |
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