+19.8%
STLA vs SFM
+146.8%
-127.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | -6.4% | -10.2% | +3.9% | -5.2% |
| 30D | -1.3% | -23.9% | +22.5% | +1.2% |
| 3M | -19.9% | -42.3% | +22.3% | -15.3% |
| 6M | -42.9% | -40.1% | -2.8% | -40.1% |
| YTD | -59.4% | -37.8% | -21.6% | -57.8% |
| 1Y | -56.8% | -37.1% | -19.8% | -55.3% |
| 3Y | -73.1% | +21.5% | -94.6% | -74.8% |
| 5Y | -70.1% | +103.8% | -173.9% | -74.2% |
| 10Y | +19.8% | +142.0% | -122.2% | -1.6% |
| All | +19.8% | +146.8% | -127.0% | -1.6% |
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