+44.4%
SITM vs STLA
-53.0%
+97.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +3.8% | -13.1% | -9.7% |
| 7D | -19.5% | -0.6% | -18.9% | -19.5% |
| 30D | -43.2% | +3.6% | -46.8% | -43.5% |
| 3M | -30.8% | -20.6% | -10.2% | -28.9% |
| 6M | -28.6% | -34.3% | +5.7% | -24.4% |
| YTD | +14.2% | -57.3% | +71.5% | +24.3% |
| 1Y | +44.4% | -52.6% | +97.0% | +43.6% |
| All | +44.4% | -53.0% | +97.4% | +43.6% |
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 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