+34.8%
SMCI vs STLA
-66.9%
+101.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.9% |
| 7D | -1.3% | -3.8% | +2.5% | +0.3% |
| 30D | +18.3% | -3.1% | +21.4% | +19.5% |
| 3M | +27.7% | -19.6% | +47.3% | +39.2% |
| 6M | +17.6% | -23.5% | +41.1% | +33.3% |
| YTD | +27.7% | -51.5% | +79.2% | +66.0% |
| 1Y | -14.9% | -39.7% | +24.8% | -0.6% |
| All | +34.8% | -66.9% | +101.7% | +101.3% |
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 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