-53.7%
SMR vs STLA
-70.4%
+16.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -2.9% |
| 7D | -8.3% | -13.8% | +5.5% | -2.7% |
| 30D | -20.1% | -10.5% | -9.5% | -16.7% |
| 3M | -52.7% | -28.9% | -23.8% | -46.2% |
| 6M | -61.0% | -49.7% | -11.3% | -49.3% |
| YTD | -67.1% | -64.9% | -2.2% | -51.9% |
| 1Y | -79.9% | -64.0% | -15.8% | -71.0% |
| 3Y | +101.7% | -77.4% | +179.2% | +247.6% |
| All | -53.7% | -70.4% | +16.7% | -29.6% |
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