+446.4%
BAC vs STLA
+263.8%
+182.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.3% | -0.4% |
| 7D | +1.1% | +2.6% | -1.5% | +0.3% |
| 30D | -0.4% | -1.2% | +0.8% | -0.4% |
| 3M | +16.9% | -24.8% | +41.7% | +25.5% |
| 6M | +26.6% | -25.6% | +52.2% | +35.4% |
| YTD | +15.8% | -48.9% | +64.7% | +35.6% |
| 1Y | +27.2% | -38.8% | +65.9% | +39.3% |
| 3Y | +132.4% | -64.5% | +196.9% | +188.4% |
| 5Y | +72.6% | -62.4% | +135.0% | +105.5% |
| 10Y | +389.7% | +55.4% | +334.3% | +295.5% |
| All | +446.4% | +263.8% | +182.5% | +313.9% |
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