+195.2%
BAH vs STLA
-4.1%
+199.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | -0.1% |
| 7D | +1.7% | -13.8% | +15.5% | +3.8% |
| 30D | +20.8% | -10.5% | +31.3% | +22.4% |
| 3M | +11.6% | -28.9% | +40.4% | +16.6% |
| 6M | +23.1% | -49.7% | +72.8% | +34.7% |
| YTD | +5.3% | -64.9% | +70.2% | +20.0% |
| 1Y | +6.1% | -64.0% | +70.2% | +20.4% |
| 3Y | -27.5% | -77.4% | +49.9% | -13.7% |
| 5Y | +6.2% | -74.4% | +80.6% | +21.1% |
| All | +195.2% | -4.1% | +199.3% | +174.5% |
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