+151.5%
SPMO vs STLA
-63.2%
+214.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.7% | +0.3% |
| 7D | +2.7% | +0.4% | +2.3% | +2.6% |
| 30D | +1.1% | -5.2% | +6.3% | +2.0% |
| 3M | +2.0% | -24.9% | +26.9% | +8.1% |
| 6M | +26.5% | -25.2% | +51.7% | +33.7% |
| YTD | +26.5% | -51.4% | +77.9% | +45.2% |
| 1Y | +27.9% | -40.7% | +68.6% | +38.2% |
| 3Y | +160.4% | -66.3% | +226.6% | +210.1% |
| 5Y | +151.5% | -63.2% | +214.7% | +177.4% |
| All | +151.5% | -63.2% | +214.7% | +177.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling