+573.2%
SPMO vs STLA
-0.3%
+573.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.3% |
| 7D | +2.0% | +2.6% | -0.6% | +1.4% |
| 30D | -0.4% | -1.2% | +0.9% | -0.3% |
| 3M | -1.9% | -24.8% | +22.9% | +3.7% |
| 6M | +25.0% | -25.6% | +50.6% | +32.0% |
| YTD | +26.0% | -48.9% | +75.0% | +42.1% |
| 1Y | +28.7% | -38.8% | +67.4% | +38.3% |
| 3Y | +160.9% | -64.5% | +225.4% | +206.2% |
| 5Y | +147.9% | -62.4% | +210.3% | +179.8% |
| 10Y | +518.9% | +55.4% | +463.5% | +483.3% |
| All | +573.2% | -0.3% | +573.6% | +531.8% |
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