-37.1%
BAX vs STLA
+48.0%
-85.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.1% | -0.7% | -3.1% |
| 7D | -2.4% | +0.7% | -3.2% | -2.6% |
| 30D | -9.7% | -2.4% | -7.4% | -9.4% |
| 3M | +29.3% | -23.9% | +53.1% | +36.3% |
| 6M | +40.7% | -24.6% | +65.3% | +48.3% |
| YTD | +30.3% | -50.5% | +80.8% | +48.7% |
| 1Y | +3.4% | -39.8% | +43.2% | +12.7% |
| 3Y | -32.0% | -65.6% | +33.6% | -19.1% |
| 5Y | -66.9% | -62.1% | -4.8% | -62.1% |
| 10Y | -37.1% | +47.8% | -84.8% | -44.5% |
| All | -37.1% | +48.0% | -85.1% | -44.5% |
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