+7.5%
SMR vs STLA
-59.0%
+66.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.5% | -2.6% |
| 7D | +13.1% | +0.4% | +12.7% | +12.7% |
| 30D | +17.8% | -5.2% | +23.0% | +20.0% |
| 3M | +8.1% | -24.9% | +33.0% | +20.3% |
| 6M | -11.1% | -25.2% | +14.1% | -0.3% |
| YTD | -23.7% | -51.4% | +27.7% | -1.4% |
| 1Y | -69.4% | -40.7% | -28.7% | -64.4% |
| 3Y | +82.6% | -66.3% | +148.9% | +174.0% |
| All | +7.5% | -59.0% | +66.5% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling