+254.2%
BA vs STLA
+190.5%
+63.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.5% | +2.0% | -1.2% |
| 7D | -0.1% | -5.5% | +5.4% | +1.6% |
| 30D | -9.1% | -3.7% | -5.4% | -8.6% |
| 3M | -28.2% | -21.1% | -7.0% | -23.6% |
| 6M | -23.1% | -38.3% | +15.2% | -12.3% |
| YTD | -20.6% | -59.2% | +38.7% | +0.8% |
| 1Y | -12.7% | -56.7% | +44.0% | +8.2% |
| 3Y | -11.6% | -74.3% | +62.8% | +23.9% |
| 5Y | -23.1% | -70.2% | +47.1% | +0.7% |
| 10Y | +34.4% | +23.4% | +11.0% | +28.6% |
| All | +254.2% | +190.5% | +63.7% | +223.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling