-79.9%
SMR vs STLA
-64.5%
-15.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.1% |
| 7D | -8.3% | -13.8% | +5.5% | -5.8% |
| 30D | -20.1% | -10.5% | -9.5% | -18.4% |
| 3M | -52.7% | -28.9% | -23.8% | -50.3% |
| 6M | -61.0% | -49.7% | -11.3% | -57.4% |
| YTD | -67.1% | -64.9% | -2.2% | -62.6% |
| 1Y | -79.9% | -64.0% | -15.8% | -77.8% |
| All | -79.9% | -64.5% | -15.4% | -77.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling