+208.8%
BAH vs STLA
+21.0%
+187.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -1.5% | -6.4% | +4.9% | -0.6% |
| 30D | +17.3% | -1.3% | +18.6% | +17.2% |
| 3M | +14.9% | -19.9% | +34.8% | +18.0% |
| 6M | +14.2% | -42.9% | +57.1% | +22.6% |
| YTD | +5.1% | -59.4% | +64.5% | +17.3% |
| 1Y | +2.1% | -56.8% | +58.9% | +12.6% |
| 3Y | -26.0% | -73.1% | +47.1% | -14.3% |
| 5Y | +9.0% | -70.1% | +79.0% | +21.4% |
| 10Y | +208.8% | +19.8% | +189.0% | +194.1% |
| All | +208.8% | +21.0% | +187.8% | +194.1% |
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