+635.8%
BX vs STLA
-4.1%
+639.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.8% |
| 7D | +0.6% | -13.8% | +14.3% | +6.6% |
| 30D | +14.2% | -10.5% | +24.8% | +18.9% |
| 3M | -18.7% | -28.9% | +10.1% | -7.9% |
| 6M | +2.5% | -49.7% | +52.2% | +32.8% |
| YTD | -18.8% | -64.9% | +46.1% | +18.5% |
| 1Y | -10.3% | -64.0% | +53.7% | +28.8% |
| 3Y | +35.4% | -77.4% | +112.8% | +125.2% |
| 5Y | +0.3% | -74.4% | +74.7% | +53.3% |
| All | +635.8% | -4.1% | +639.9% | +529.7% |
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