+251.7%
BAC vs STLA
+21.0%
+230.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.4% |
| 7D | +2.0% | -6.4% | +8.3% | +4.2% |
| 30D | -6.9% | -1.3% | -5.6% | -6.9% |
| 3M | -19.6% | -19.9% | +0.4% | -14.3% |
| 6M | -0.5% | -42.9% | +42.4% | +18.2% |
| YTD | -6.6% | -59.4% | +52.8% | +22.2% |
| 1Y | -3.0% | -56.8% | +53.9% | +23.4% |
| 3Y | +97.3% | -73.1% | +170.4% | +183.9% |
| 5Y | +21.9% | -70.1% | +91.9% | +60.8% |
| 10Y | +251.7% | +19.8% | +231.9% | +185.7% |
| All | +251.7% | +21.0% | +230.7% | +185.7% |
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