+88.9%
SMR vs STLA
-65.4%
+154.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -3.1% | +18.3% | +16.6% |
| 7D | +21.4% | +0.7% | +20.6% | +20.6% |
| 30D | +13.8% | -2.4% | +16.2% | +14.7% |
| 3M | +3.9% | -23.9% | +27.8% | +16.5% |
| 6M | -4.2% | -24.6% | +20.4% | +8.5% |
| YTD | -21.1% | -50.5% | +29.4% | +4.9% |
| 1Y | -67.1% | -39.8% | -27.2% | -61.6% |
| 3Y | +88.9% | -65.6% | +154.5% | +112.0% |
| All | +88.9% | -65.4% | +154.2% | +112.0% |
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 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