+58.9%
BAX vs STLA
+189.9%
-130.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | +12.1% | -4.5% | +16.7% | +12.9% |
| 30D | +7.6% | -3.9% | +11.5% | +8.1% |
| 3M | -4.5% | -20.2% | +15.7% | -1.5% |
| 6M | +52.0% | -42.2% | +94.2% | +64.2% |
| YTD | +35.1% | -59.3% | +94.5% | +52.8% |
| 1Y | +43.7% | -56.1% | +99.8% | +60.3% |
| 3Y | -20.9% | -73.7% | +52.7% | -6.7% |
| 5Y | -63.5% | -70.3% | +6.7% | -58.3% |
| 10Y | -36.0% | +23.1% | -59.1% | -38.9% |
| All | +58.9% | +189.9% | -130.9% | +44.8% |
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