+748.4%
ASX vs STLA
+18.3%
+730.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.2% | +6.7% | +6.5% |
| 7D | -19.9% | -4.5% | -15.4% | -18.5% |
| 30D | -30.9% | -3.9% | -27.0% | -30.0% |
| 3M | -15.1% | -20.2% | +5.1% | -9.3% |
| 6M | -6.5% | -42.2% | +35.7% | +11.7% |
| YTD | +98.4% | -59.3% | +157.8% | +160.9% |
| 1Y | +107.9% | -56.1% | +163.9% | +164.0% |
| 3Y | +325.3% | -73.7% | +398.9% | +526.6% |
| 5Y | +447.3% | -70.3% | +517.6% | +645.6% |
| All | +748.4% | +18.3% | +730.1% | +678.6% |
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