+330.8%
BAC vs STLA
+189.9%
+140.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -1.2% | -4.5% | +3.3% | +0.1% |
| 30D | -7.7% | -3.9% | -3.8% | -7.0% |
| 3M | -21.2% | -20.2% | -1.0% | -16.9% |
| 6M | -6.8% | -42.2% | +35.3% | +6.6% |
| YTD | -8.7% | -59.3% | +50.6% | +13.1% |
| 1Y | -5.3% | -56.1% | +50.8% | +14.3% |
| 3Y | +87.4% | -73.7% | +161.1% | +151.6% |
| 5Y | +18.9% | -70.3% | +89.2% | +50.3% |
| 10Y | +273.3% | +23.1% | +250.2% | +220.0% |
| All | +330.8% | +189.9% | +140.9% | +245.3% |
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