-10.1%
BA vs STLA
-74.0%
+63.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +1.1% | -4.5% | +5.6% | +2.1% |
| 30D | -7.9% | -3.9% | -4.0% | -7.3% |
| 3M | -25.3% | -20.2% | -5.1% | -21.8% |
| 6M | -24.6% | -42.2% | +17.6% | -14.9% |
| YTD | -20.1% | -59.3% | +39.2% | -3.4% |
| 1Y | -11.8% | -56.1% | +44.3% | +3.9% |
| 3Y | -10.1% | -73.7% | +63.5% | +9.8% |
| All | -10.1% | -74.0% | +63.9% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling