+57.8%
STLA vs SFM
+40.3%
+17.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.8% | +4.6% | +0.3% |
| 7D | -4.5% | -1.2% | -3.3% | -4.4% |
| 30D | -3.9% | -24.8% | +20.9% | -1.2% |
| 3M | -20.2% | -43.7% | +23.5% | -15.1% |
| 6M | -42.2% | -37.3% | -4.9% | -39.5% |
| YTD | -59.3% | -38.4% | -20.9% | -57.6% |
| 1Y | -56.1% | -36.9% | -19.1% | -54.4% |
| 3Y | -73.7% | +20.7% | -94.3% | -75.3% |
| 5Y | -70.3% | +103.5% | -173.8% | -74.5% |
| 10Y | +23.1% | +139.7% | -116.7% | -0.6% |
| All | +57.8% | +40.3% | +17.6% | +28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling