+66.7%
AU vs STLA
-40.1%
+106.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | +0.1% |
| 7D | -4.3% | -2.9% | -1.4% | -3.8% |
| 30D | +7.3% | +0.9% | +6.4% | +6.9% |
| 3M | +26.3% | -21.6% | +48.0% | +31.1% |
| 6M | +1.8% | -21.6% | +23.4% | +6.5% |
| YTD | +26.8% | -50.4% | +77.2% | +29.6% |
| 1Y | +66.7% | -43.6% | +110.3% | +62.2% |
| All | +66.7% | -40.1% | +106.8% | +62.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling