+322.9%
SPYM vs STLA
+46.8%
+276.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | 0.0% |
| 7D | -0.4% | +0.4% | -0.7% | -0.5% |
| 30D | -1.4% | -5.2% | +3.8% | -0.3% |
| 3M | +3.7% | -24.9% | +28.6% | +10.6% |
| 6M | +13.0% | -25.2% | +38.2% | +20.0% |
| YTD | +12.5% | -51.4% | +63.9% | +31.1% |
| 1Y | +18.6% | -40.7% | +59.3% | +29.8% |
| 3Y | +78.0% | -66.3% | +144.3% | +117.4% |
| 5Y | +82.3% | -63.2% | +145.5% | +110.8% |
| 10Y | +322.9% | +48.7% | +274.1% | +257.1% |
| All | +322.9% | +46.8% | +276.1% | +257.1% |
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