+13.4%
SPMO vs STLA
-64.5%
+77.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.5% | -1.5% |
| 7D | +6.3% | -13.8% | +20.1% | +7.6% |
| 30D | -8.9% | -10.5% | +1.7% | -8.1% |
| 3M | -13.2% | -28.9% | +15.6% | -11.0% |
| 6M | -9.3% | -49.7% | +40.5% | -4.2% |
| YTD | +11.6% | -64.9% | +76.5% | +17.2% |
| 1Y | +13.4% | -64.0% | +77.4% | +18.3% |
| All | +13.4% | -64.5% | +77.8% | +18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling