+71.5%
SITM vs STLA
-74.6%
+146.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.0% | -4.5% | -4.9% |
| 7D | +6.6% | -13.8% | +20.4% | +15.7% |
| 30D | -15.3% | -10.5% | -4.8% | -11.2% |
| 3M | -35.4% | -28.9% | -6.5% | -23.3% |
| 6M | -46.8% | -49.7% | +3.0% | -22.6% |
| YTD | +25.9% | -64.9% | +90.8% | +117.6% |
| 1Y | +54.0% | -64.0% | +118.0% | +161.2% |
| 3Y | +315.6% | -77.4% | +393.0% | +797.0% |
| All | +71.5% | -74.6% | +146.0% | +190.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling