+769.4%
SMTC vs STLA
+263.8%
+505.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.3% | +7.9% | +8.8% |
| 7D | +12.7% | +2.6% | +10.2% | +11.9% |
| 30D | +22.0% | -1.2% | +23.2% | +21.6% |
| 3M | -12.7% | -24.8% | +12.1% | -5.2% |
| 6M | +64.8% | -25.6% | +90.3% | +78.7% |
| YTD | +100.7% | -48.9% | +149.6% | +139.6% |
| 1Y | +146.9% | -38.8% | +185.7% | +175.3% |
| 3Y | +456.8% | -64.5% | +521.4% | +625.7% |
| 5Y | +89.2% | -62.4% | +151.7% | +139.3% |
| 10Y | +426.9% | +55.4% | +371.5% | +394.6% |
| All | +769.4% | +263.8% | +505.6% | +674.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling