+1,053.3%
BAH vs STLA
+66.3%
+986.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.4% |
| 7D | -3.5% | -4.5% | +1.0% | -3.1% |
| 30D | +24.3% | -3.9% | +28.2% | +24.6% |
| 3M | +16.3% | -20.2% | +36.5% | +19.1% |
| 6M | +13.6% | -42.2% | +55.8% | +20.5% |
| YTD | +3.5% | -59.3% | +62.8% | +13.4% |
| 1Y | +2.7% | -56.1% | +58.8% | +11.4% |
| 3Y | -26.6% | -73.7% | +47.1% | -16.9% |
| 5Y | +8.5% | -70.3% | +78.8% | +19.1% |
| 10Y | +225.1% | +23.1% | +202.0% | +193.7% |
| All | +1,053.3% | +66.3% | +986.9% | +912.8% |
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