+571.7%
SMTC vs STLA
-65.4%
+637.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -3.1% | +13.0% | +11.1% |
| 7D | +22.9% | +0.7% | +22.2% | +22.4% |
| 30D | +16.6% | -2.4% | +19.0% | +16.7% |
| 3M | +2.4% | -23.9% | +26.3% | +12.9% |
| 6M | +98.3% | -24.6% | +122.9% | +117.9% |
| YTD | +120.7% | -50.5% | +171.2% | +180.3% |
| 1Y | +168.3% | -39.8% | +208.1% | +202.7% |
| 3Y | +571.7% | -65.6% | +637.3% | +738.0% |
| All | +571.7% | -65.4% | +637.1% | +738.0% |
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