-29.9%
BAX vs STLA
-64.4%
+34.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.7% |
| 7D | -1.1% | +2.6% | -3.7% | -1.9% |
| 30D | -5.5% | -1.2% | -4.2% | -5.3% |
| 3M | +33.5% | -24.8% | +58.3% | +43.8% |
| 6M | +35.9% | -25.6% | +61.4% | +46.1% |
| YTD | +35.4% | -48.9% | +84.3% | +60.6% |
| 1Y | +9.8% | -38.8% | +48.5% | +21.8% |
| All | -29.9% | -64.4% | +34.5% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling