+4.8%
BX vs STLA
-71.4%
+76.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.4% | +0.3% |
| 7D | +3.7% | -4.9% | +8.6% | +5.9% |
| 30D | +8.2% | -4.9% | +13.1% | +10.0% |
| 3M | -12.7% | -23.7% | +11.0% | -3.2% |
| 6M | +1.0% | -45.0% | +45.9% | +27.7% |
| YTD | -17.2% | -60.9% | +43.7% | +18.5% |
| 1Y | -11.6% | -58.9% | +47.3% | +22.6% |
| 3Y | +36.8% | -74.4% | +111.2% | +125.9% |
| 5Y | +4.8% | -71.5% | +76.3% | +42.8% |
| All | +4.8% | -71.4% | +76.2% | +42.8% |
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