+606.9%
SMTC vs STLA
-74.0%
+681.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.2% | +13.0% | +12.8% |
| 7D | -19.0% | -4.5% | -14.4% | -17.8% |
| 30D | -46.7% | -3.9% | -42.8% | -46.2% |
| 3M | -23.4% | -20.2% | -3.2% | -18.7% |
| 6M | -13.4% | -42.2% | +28.8% | +3.6% |
| YTD | +40.1% | -59.3% | +99.4% | +86.5% |
| 1Y | +47.7% | -56.1% | +103.7% | +88.6% |
| 3Y | +606.9% | -73.7% | +680.6% | +843.4% |
| All | +606.9% | -74.0% | +681.0% | +843.4% |
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 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