+47.6%
STLA vs SFM
+268.6%
-221.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | 0.0% |
| 7D | -3.8% | -8.8% | +4.9% | -2.8% |
| 30D | -3.1% | -14.5% | +11.3% | -1.4% |
| 3M | -19.6% | -16.8% | -2.8% | -18.1% |
| 6M | -23.5% | -5.3% | -18.1% | -23.7% |
| YTD | -51.5% | -9.4% | -42.1% | -51.4% |
| 1Y | -39.7% | -46.2% | +6.5% | -35.5% |
| 3Y | -66.3% | +81.3% | -147.6% | -69.7% |
| 5Y | -63.1% | +211.9% | -275.0% | -69.7% |
| All | +47.6% | +268.6% | -221.0% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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