+125.0%
BP vs STLA
+48.0%
+77.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.1% | +5.5% | +3.3% |
| 7D | +0.9% | +0.7% | +0.2% | +0.6% |
| 30D | +9.1% | -2.4% | +11.5% | +9.5% |
| 3M | +3.9% | -23.9% | +27.8% | +11.6% |
| 6M | +13.6% | -24.6% | +38.2% | +20.5% |
| YTD | +34.0% | -50.5% | +84.5% | +59.6% |
| 1Y | +39.2% | -39.8% | +79.0% | +52.4% |
| 3Y | +36.4% | -65.6% | +102.0% | +72.2% |
| 5Y | +135.8% | -62.1% | +197.9% | +176.2% |
| 10Y | +125.0% | +47.8% | +77.3% | +77.6% |
| All | +125.0% | +48.0% | +77.0% | +77.6% |
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