+172.4%
SITM vs STLA
-63.2%
+235.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.3% | -0.4% |
| 7D | +3.7% | +0.4% | +3.3% | +3.4% |
| 30D | -14.5% | -5.2% | -9.3% | -12.6% |
| 3M | -10.6% | -24.9% | +14.3% | +4.4% |
| 6M | +65.5% | -25.2% | +90.7% | +91.3% |
| YTD | +67.0% | -51.4% | +118.4% | +143.0% |
| 1Y | +138.6% | -40.7% | +179.3% | +193.1% |
| 3Y | +421.8% | -66.3% | +488.1% | +781.4% |
| 5Y | +172.4% | -63.2% | +235.7% | +286.7% |
| All | +172.4% | -63.2% | +235.6% | +286.7% |
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 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