+73.5%
BA vs STLA
+54.0%
+19.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | +0.3% |
| 7D | +1.2% | +2.6% | -1.4% | -0.1% |
| 30D | -11.6% | -1.2% | -10.4% | -11.5% |
| 3M | -2.4% | -24.8% | +22.4% | +9.9% |
| 6M | -6.6% | -25.6% | +18.9% | +4.9% |
| YTD | -2.2% | -48.9% | +46.7% | +26.7% |
| 1Y | -8.0% | -38.8% | +30.7% | +6.7% |
| 3Y | -5.0% | -64.5% | +59.5% | +34.4% |
| 5Y | -2.7% | -62.4% | +59.7% | +28.0% |
| All | +73.5% | +54.0% | +19.4% | +30.3% |
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