-33.9%
BAX vs STLA
+21.0%
-54.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | +9.0% | -6.4% | +15.4% | +10.5% |
| 30D | +8.5% | -1.3% | +9.8% | +8.5% |
| 3M | -4.1% | -19.9% | +15.8% | -0.1% |
| 6M | +46.9% | -42.9% | +89.8% | +63.9% |
| YTD | +38.4% | -59.4% | +97.8% | +64.1% |
| 1Y | +47.0% | -56.8% | +103.8% | +71.5% |
| 3Y | -14.9% | -73.1% | +58.1% | +6.3% |
| 5Y | -62.5% | -70.1% | +7.6% | -55.1% |
| 10Y | -33.9% | +19.8% | -53.7% | -43.7% |
| All | -33.9% | +21.0% | -54.9% | -43.7% |
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