-22.1%
BA vs STLA
-70.1%
+47.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +1.1% | -4.5% | +5.6% | +2.5% |
| 30D | -7.9% | -3.9% | -4.0% | -7.2% |
| 3M | -25.3% | -20.2% | -5.1% | -20.5% |
| 6M | -24.6% | -42.2% | +17.6% | -10.9% |
| YTD | -20.1% | -59.3% | +39.2% | +4.2% |
| 1Y | -11.8% | -56.1% | +44.3% | +11.0% |
| 3Y | -10.1% | -73.7% | +63.5% | +30.4% |
| All | -22.1% | -70.1% | +47.9% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling