-48.0%
SMR vs STLA
-68.2%
+20.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +1.6% |
| 7D | +1.9% | -11.6% | +13.6% | +7.2% |
| 30D | -21.9% | -6.2% | -15.8% | -20.2% |
| 3M | -47.1% | -24.6% | -22.5% | -41.3% |
| 6M | -60.6% | -44.9% | -15.7% | -50.6% |
| YTD | -63.1% | -62.3% | -0.8% | -47.7% |
| 1Y | -80.4% | -61.8% | -18.6% | -72.5% |
| 3Y | +150.2% | -75.3% | +225.6% | +315.9% |
| All | -48.0% | -68.2% | +20.2% | -23.3% |
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 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