+26.8%
BA vs STLA
+0.5%
+26.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.2% | +2.2% |
| 7D | -1.4% | -11.6% | +10.2% | +4.0% |
| 30D | -7.9% | -6.2% | -1.7% | -6.2% |
| 3M | -25.2% | -24.6% | -0.6% | -16.8% |
| 6M | -26.7% | -44.9% | +18.2% | -6.6% |
| YTD | -19.6% | -62.3% | +42.6% | +17.7% |
| 1Y | -10.6% | -61.8% | +51.2% | +29.3% |
| 3Y | -11.2% | -75.3% | +64.1% | +47.7% |
| 5Y | -20.4% | -72.5% | +52.1% | +19.2% |
| 10Y | +26.8% | +0.8% | +26.0% | +23.3% |
| All | +26.8% | +0.5% | +26.3% | +23.3% |
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