+522.8%
SMTC vs STLA
+49.5%
+473.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -3.1% | +13.0% | +11.3% |
| 7D | +22.9% | +0.7% | +22.2% | +22.3% |
| 30D | +16.6% | -2.4% | +19.0% | +16.5% |
| 3M | +2.4% | -23.9% | +26.3% | +14.1% |
| 6M | +98.3% | -24.6% | +122.9% | +120.4% |
| YTD | +120.7% | -50.5% | +171.2% | +187.5% |
| 1Y | +168.3% | -39.8% | +208.1% | +212.3% |
| 3Y | +571.7% | -65.6% | +637.3% | +888.0% |
| 5Y | +114.0% | -62.1% | +176.1% | +191.9% |
| All | +522.8% | +49.5% | +473.3% | +450.7% |
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 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