+315.6%
SITM vs STLA
-77.1%
+392.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.0% | -4.5% | -5.1% |
| 7D | +6.6% | -13.8% | +20.4% | +13.2% |
| 30D | -15.3% | -10.5% | -4.8% | -12.3% |
| 3M | -35.4% | -28.9% | -6.5% | -26.5% |
| 6M | -46.8% | -49.7% | +3.0% | -29.2% |
| YTD | +25.9% | -64.9% | +90.8% | +92.3% |
| 1Y | +54.0% | -64.0% | +118.0% | +131.5% |
| 3Y | +315.6% | -77.4% | +393.0% | +568.8% |
| All | +315.6% | -77.1% | +392.7% | +568.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling