-64.0%
STLA vs SFM
-36.8%
-27.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.4% | -1.0% |
| 7D | -13.8% | +6.0% | -19.8% | -13.6% |
| 30D | -10.5% | -19.5% | +8.9% | -11.5% |
| 3M | -28.9% | -37.0% | +8.2% | -30.5% |
| 6M | -49.7% | -41.0% | -8.7% | -50.9% |
| YTD | -64.9% | -34.6% | -30.3% | -64.0% |
| 1Y | -64.0% | -36.3% | -27.8% | -62.8% |
| All | -64.0% | -36.8% | -27.3% | -62.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling