+4,608.4%
SITM vs STLA
-42.0%
+4,650.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.3% | +5.3% | +5.8% |
| 7D | +9.7% | +2.6% | +7.1% | +8.0% |
| 30D | +12.7% | -1.2% | +13.9% | +12.2% |
| 3M | -13.4% | -24.8% | +11.3% | +1.0% |
| 6M | +59.6% | -25.6% | +85.2% | +85.1% |
| YTD | +73.3% | -48.9% | +122.2% | +141.7% |
| 1Y | +165.5% | -38.8% | +204.3% | +221.8% |
| 3Y | +368.7% | -64.5% | +433.2% | +668.0% |
| 5Y | +172.5% | -62.4% | +234.9% | +317.2% |
| All | +4,608.4% | -42.0% | +4,650.4% | +4,559.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling