+128.6%
BP vs STLA
-62.4%
+190.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.7% | +0.3% |
| 7D | +3.9% | +2.6% | +1.4% | +3.4% |
| 30D | +7.6% | -1.2% | +8.9% | +7.7% |
| 3M | +0.7% | -24.8% | +25.5% | +6.0% |
| 6M | +15.5% | -25.6% | +41.1% | +20.6% |
| YTD | +30.8% | -48.9% | +79.8% | +47.8% |
| 1Y | +34.3% | -38.8% | +73.1% | +42.5% |
| 3Y | +35.1% | -64.5% | +99.6% | +59.0% |
| All | +128.6% | -62.4% | +190.9% | +156.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling