+30.8%
BX vs STLA
-65.4%
+96.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -0.7% |
| 7D | -2.0% | +0.7% | -2.7% | -2.2% |
| 30D | -2.3% | -2.4% | +0.1% | -1.8% |
| 3M | +18.5% | -23.9% | +42.4% | +28.2% |
| 6M | +23.7% | -24.6% | +48.3% | +33.4% |
| YTD | -10.4% | -50.5% | +40.1% | +9.6% |
| 1Y | -19.6% | -39.8% | +20.3% | -10.6% |
| 3Y | +30.8% | -65.6% | +96.4% | +61.1% |
| All | +30.8% | -65.4% | +96.2% | +61.1% |
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