+44.2%
BP vs STLA
-74.0%
+118.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -11.6% | -4.5% | -7.1% | -11.2% |
| 30D | 0.0% | -3.9% | +3.9% | +0.3% |
| 3M | +6.7% | -20.2% | +26.9% | +9.0% |
| 6M | +2.2% | -42.2% | +44.3% | +8.1% |
| YTD | +33.0% | -59.3% | +92.3% | +48.4% |
| 1Y | +30.7% | -56.1% | +86.8% | +43.0% |
| 3Y | +44.2% | -73.7% | +117.8% | +60.1% |
| All | +44.2% | -74.0% | +118.2% | +60.1% |
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