+72.2%
SMTC vs STLA
-53.0%
+125.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +3.8% | -16.7% | -13.1% |
| 7D | -24.5% | -0.6% | -23.9% | -24.5% |
| 30D | -42.5% | +3.6% | -46.0% | -42.6% |
| 3M | -14.1% | -20.6% | +6.6% | -11.7% |
| 6M | +3.6% | -34.3% | +37.9% | +10.5% |
| YTD | +50.6% | -57.3% | +107.9% | +63.4% |
| 1Y | +72.2% | -52.6% | +124.9% | +76.7% |
| All | +72.2% | -53.0% | +125.2% | +76.7% |
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