+28.1%
BA vs STLA
+21.0%
+7.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -1.7% | -6.4% | +4.6% | +1.1% |
| 30D | -9.5% | -1.3% | -8.1% | -9.7% |
| 3M | -26.5% | -19.9% | -6.5% | -20.3% |
| 6M | -27.4% | -42.9% | +15.5% | -8.9% |
| YTD | -20.6% | -59.4% | +38.8% | +12.6% |
| 1Y | -11.4% | -56.8% | +45.4% | +20.9% |
| 3Y | -10.8% | -73.1% | +62.2% | +42.3% |
| 5Y | -21.9% | -70.1% | +48.2% | +12.5% |
| 10Y | +28.1% | +19.8% | +8.4% | +17.5% |
| All | +28.1% | +21.0% | +7.1% | +17.5% |
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