+340.7%
SMTC vs STLA
-4.1%
+344.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.0% | -3.6% |
| 7D | +11.0% | -13.8% | +24.8% | +18.2% |
| 30D | -28.5% | -10.5% | -18.0% | -25.8% |
| 3M | -14.2% | -28.9% | +14.6% | -2.9% |
| 6M | -18.0% | -49.7% | +31.7% | +8.4% |
| YTD | +55.5% | -64.9% | +120.4% | +133.2% |
| 1Y | +69.5% | -64.0% | +133.6% | +150.1% |
| 3Y | +699.7% | -77.4% | +777.1% | +1,303.9% |
| 5Y | +27.4% | -74.4% | +101.8% | +105.1% |
| All | +340.7% | -4.1% | +344.8% | +373.4% |
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 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