+2,060.0%
SMCI vs STLA
+150.0%
+1,910.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -6.6% | -13.8% | +7.2% | -2.3% |
| 30D | -24.9% | -10.5% | -14.4% | -22.7% |
| 3M | -31.4% | -28.9% | -2.5% | -24.5% |
| 6M | -16.0% | -49.7% | +33.7% | +3.0% |
| YTD | -8.2% | -64.9% | +56.7% | +22.8% |
| 1Y | -23.4% | -64.0% | +40.6% | +1.5% |
| 3Y | +5.0% | -77.4% | +82.5% | +55.2% |
| 5Y | +515.0% | -74.4% | +589.4% | +767.0% |
| 10Y | +953.7% | -6.4% | +960.1% | +992.6% |
| All | +2,060.0% | +150.0% | +1,910.0% | +1,983.0% |
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