+642.7%
BX vs STLA
+51.6%
+591.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.8% |
| 7D | -8.9% | -3.8% | -5.1% | -7.5% |
| 30D | -14.8% | -3.1% | -11.7% | -13.9% |
| 3M | +6.9% | -19.6% | +26.6% | +15.8% |
| 6M | +16.3% | -23.5% | +39.8% | +27.2% |
| YTD | -16.1% | -51.5% | +35.4% | +8.1% |
| 1Y | -26.8% | -39.7% | +12.9% | -15.7% |
| 3Y | +22.4% | -66.3% | +88.8% | +73.3% |
| 5Y | +16.0% | -63.1% | +79.2% | +54.2% |
| All | +642.7% | +51.6% | +591.1% | +495.7% |
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