+672.3%
AU vs STLA
+55.1%
+617.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | +0.4% |
| 7D | -4.3% | -2.9% | -1.4% | -4.1% |
| 30D | +7.3% | +0.9% | +6.4% | +7.2% |
| 3M | +26.3% | -21.6% | +48.0% | +28.4% |
| 6M | +1.8% | -21.6% | +23.4% | +3.6% |
| YTD | +26.8% | -50.4% | +77.2% | +31.5% |
| 1Y | +66.7% | -43.6% | +110.3% | +71.1% |
| 3Y | +579.1% | -66.4% | +645.5% | +618.5% |
| 5Y | +689.3% | -62.3% | +751.6% | +717.1% |
| All | +672.3% | +55.1% | +617.2% | +868.4% |
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