+145.3%
SITM vs STLA
-40.1%
+185.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | +4.8% | -3.8% | +8.7% | +5.6% |
| 30D | -9.7% | -3.1% | -6.6% | -9.2% |
| 3M | -9.3% | -19.6% | +10.3% | -4.6% |
| 6M | +69.5% | -23.5% | +93.0% | +78.8% |
| YTD | +70.5% | -51.5% | +122.0% | +97.8% |
| 1Y | +145.3% | -39.7% | +184.9% | +144.7% |
| All | +145.3% | -40.1% | +185.3% | +144.7% |
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