+2,888.6%
BX vs STLA
+252.7%
+2,636.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +28.1% |
| 6M | +23.7% | -24.6% | +48.3% | +33.3% |
| YTD | -10.4% | -50.5% | +40.1% | +8.2% |
| 1Y | -19.6% | -39.8% | +20.3% | -9.8% |
| 3Y | +30.8% | -65.6% | +96.4% | +70.0% |
| 5Y | +24.3% | -62.1% | +86.4% | +55.6% |
| 10Y | +679.5% | +47.8% | +631.7% | +581.8% |
| All | +2,888.6% | +252.7% | +2,636.0% | +2,443.1% |
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