+863.7%
SPYM vs STLA
+152.6%
+711.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.1% | +5.8% | +0.8% |
| 7D | +3.3% | -13.1% | +16.3% | +5.8% |
| 30D | -2.6% | -13.3% | +10.6% | -0.5% |
| 3M | -1.7% | -27.9% | +26.1% | +3.5% |
| 6M | +3.1% | -47.8% | +51.0% | +14.7% |
| YTD | +12.0% | -64.6% | +76.5% | +31.8% |
| 1Y | +12.1% | -64.0% | +76.1% | +31.3% |
| 3Y | +78.5% | -76.8% | +155.4% | +120.2% |
| 5Y | +73.8% | -74.2% | +148.0% | +106.2% |
| 10Y | +312.5% | -5.4% | +317.9% | +297.8% |
| All | +863.7% | +152.6% | +711.2% | +777.8% |
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