-66.4%
STLA vs SFM
+82.1%
-148.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +2.2% |
| 7D | -2.9% | -10.6% | +7.7% | -1.8% |
| 30D | +0.9% | -15.5% | +16.4% | +2.4% |
| 3M | -21.6% | -17.4% | -4.2% | -20.3% |
| 6M | -21.6% | -3.4% | -18.2% | -22.0% |
| YTD | -50.4% | -8.7% | -41.7% | -50.3% |
| 1Y | -43.6% | -47.2% | +3.6% | -39.1% |
| 3Y | -66.4% | +82.7% | -149.1% | -70.1% |
| All | -66.4% | +82.1% | -148.5% | -70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling