+4,789.7%
SITM vs STLA
-43.7%
+4,833.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.3% | +3.3% | +4.2% |
| 7D | +3.9% | -2.9% | +6.7% | +5.7% |
| 30D | -6.6% | +0.9% | -7.5% | -8.0% |
| 3M | -11.9% | -21.6% | +9.8% | +0.1% |
| 6M | +81.1% | -21.6% | +102.8% | +103.1% |
| YTD | +80.0% | -50.4% | +130.4% | +155.5% |
| 1Y | +145.8% | -43.6% | +189.4% | +215.1% |
| 3Y | +475.9% | -66.4% | +542.3% | +878.5% |
| 5Y | +189.2% | -62.3% | +251.5% | +342.7% |
| All | +4,789.7% | -43.7% | +4,833.4% | +4,824.8% |
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 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