+233.0%
BAC vs STLA
+0.5%
+232.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +1.2% |
| 7D | -1.9% | -11.6% | +9.8% | +2.3% |
| 30D | -7.2% | -6.2% | -1.0% | -5.6% |
| 3M | -20.4% | -24.6% | +4.2% | -13.5% |
| 6M | +1.3% | -44.9% | +46.2% | +21.5% |
| YTD | -6.4% | -62.3% | +55.9% | +25.4% |
| 1Y | -3.5% | -61.8% | +58.3% | +28.1% |
| 3Y | +96.7% | -75.3% | +172.0% | +191.8% |
| 5Y | +20.6% | -72.5% | +93.1% | +63.9% |
| 10Y | +233.0% | +0.8% | +232.3% | +195.4% |
| All | +233.0% | +0.5% | +232.5% | +195.4% |
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