+514.3%
SPMO vs STLA
+51.6%
+462.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.7% | -1.8% |
| 7D | +0.1% | -3.8% | +3.9% | +0.9% |
| 30D | -0.7% | -3.1% | +2.4% | -0.2% |
| 3M | +2.8% | -19.6% | +22.5% | +7.6% |
| 6M | +24.4% | -23.5% | +47.9% | +31.2% |
| YTD | +24.2% | -51.5% | +75.7% | +43.3% |
| 1Y | +24.5% | -39.7% | +64.2% | +34.9% |
| 3Y | +155.6% | -66.3% | +221.9% | +208.3% |
| 5Y | +148.2% | -63.1% | +211.3% | +184.0% |
| All | +514.3% | +51.6% | +462.7% | +476.2% |
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