+460.5%
SPMO vs STLA
-4.1%
+464.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.5% | -1.3% |
| 7D | +6.3% | -13.8% | +20.1% | +9.9% |
| 30D | -8.9% | -10.5% | +1.7% | -6.9% |
| 3M | -13.2% | -28.9% | +15.6% | -7.0% |
| 6M | -9.3% | -49.7% | +40.5% | +5.1% |
| YTD | +11.6% | -64.9% | +76.5% | +38.2% |
| 1Y | +13.4% | -64.0% | +77.4% | +39.2% |
| 3Y | +122.9% | -77.4% | +200.3% | +195.3% |
| 5Y | +113.9% | -74.4% | +188.4% | +165.7% |
| All | +460.5% | -4.1% | +464.6% | +471.9% |
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