-1.9%
BAH vs STLA
-62.4%
+60.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.7% | -1.6% |
| 7D | -3.2% | +2.6% | -5.8% | -3.5% |
| 30D | +2.0% | -1.2% | +3.2% | +2.1% |
| 3M | -7.6% | -24.8% | +17.1% | -5.4% |
| 6M | -5.7% | -25.6% | +19.9% | -3.6% |
| YTD | -11.7% | -48.9% | +37.2% | -6.7% |
| 1Y | -27.4% | -38.8% | +11.4% | -25.1% |
| 3Y | -32.5% | -64.5% | +32.0% | -27.5% |
| All | -1.9% | -62.4% | +60.5% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling