+263.3%
BP vs STLA
+189.9%
+73.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -11.6% | -4.5% | -7.1% | -10.9% |
| 30D | 0.0% | -3.9% | +3.9% | +0.5% |
| 3M | +6.7% | -20.2% | +26.9% | +11.0% |
| 6M | +2.2% | -42.2% | +44.3% | +13.2% |
| YTD | +33.0% | -59.3% | +92.3% | +56.7% |
| 1Y | +30.7% | -56.1% | +86.8% | +50.8% |
| 3Y | +44.2% | -73.7% | +117.8% | +81.1% |
| 5Y | +105.1% | -70.3% | +175.4% | +144.5% |
| 10Y | +133.5% | +23.1% | +110.4% | +111.0% |
| All | +263.3% | +189.9% | +73.4% | +228.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling