+23.3%
BA vs STLA
-4.1%
+27.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.4% |
| 7D | -1.1% | -13.8% | +12.7% | +5.4% |
| 30D | -7.1% | -10.5% | +3.4% | -3.4% |
| 3M | -25.5% | -28.9% | +3.3% | -15.0% |
| 6M | -28.7% | -49.7% | +21.0% | -5.3% |
| YTD | -21.0% | -64.9% | +43.9% | +19.6% |
| 1Y | -11.9% | -64.0% | +52.2% | +30.9% |
| 3Y | -16.2% | -77.4% | +61.3% | +45.6% |
| 5Y | -22.4% | -74.4% | +52.0% | +20.1% |
| All | +23.3% | -4.1% | +27.4% | +23.5% |
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