+854.5%
SPYM vs STLA
+178.7%
+675.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | +0.3% |
| 7D | -0.6% | -4.9% | +4.3% | +0.3% |
| 30D | -3.7% | -4.9% | +1.2% | -3.0% |
| 3M | -2.7% | -23.7% | +20.9% | +1.4% |
| 6M | +2.2% | -45.0% | +47.2% | +12.7% |
| YTD | +10.9% | -60.9% | +71.8% | +28.4% |
| 1Y | +11.3% | -58.9% | +70.2% | +27.4% |
| 3Y | +76.8% | -74.4% | +151.3% | +114.4% |
| 5Y | +73.5% | -71.5% | +145.0% | +102.5% |
| 10Y | +307.9% | +5.3% | +302.7% | +286.6% |
| All | +854.5% | +178.7% | +675.8% | +754.9% |
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