-12.3%
BA vs STLA
-64.2%
+51.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.1% | +4.4% | -1.0% |
| 7D | -0.6% | -13.1% | +12.5% | +1.0% |
| 30D | -8.0% | -13.3% | +5.2% | -6.5% |
| 3M | -25.8% | -27.9% | +2.1% | -22.9% |
| 6M | -27.6% | -47.8% | +20.3% | -21.6% |
| YTD | -21.0% | -64.6% | +43.6% | -13.2% |
| 1Y | -12.3% | -64.0% | +51.7% | -4.6% |
| All | -12.3% | -64.2% | +51.9% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling