+73.5%
SPYM vs STLA
-71.4%
+144.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | +0.4% |
| 7D | -0.6% | -4.9% | +4.3% | +0.5% |
| 30D | -3.7% | -4.9% | +1.2% | -2.9% |
| 3M | -2.7% | -23.7% | +20.9% | +2.3% |
| 6M | +2.2% | -45.0% | +47.2% | +15.0% |
| YTD | +10.9% | -60.9% | +71.8% | +32.8% |
| 1Y | +11.3% | -58.9% | +70.2% | +31.2% |
| 3Y | +76.8% | -74.4% | +151.3% | +125.0% |
| 5Y | +73.5% | -71.5% | +145.0% | +98.6% |
| All | +73.5% | -71.4% | +144.9% | +98.6% |
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