+1,770.3%
SMCI vs STLA
+55.1%
+1,715.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.3% | +5.0% | +6.4% |
| 7D | +1.3% | -2.9% | +4.2% | +2.5% |
| 30D | +6.6% | +0.9% | +5.7% | +6.0% |
| 3M | +25.4% | -21.6% | +47.1% | +37.5% |
| 6M | +26.1% | -21.6% | +47.8% | +41.0% |
| YTD | +37.0% | -50.4% | +87.4% | +77.3% |
| 1Y | -8.8% | -43.6% | +34.8% | +11.0% |
| 3Y | +44.6% | -66.4% | +111.0% | +109.8% |
| 5Y | +995.9% | -62.3% | +1,058.2% | +1,381.6% |
| All | +1,770.3% | +55.1% | +1,715.3% | +1,521.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling