+98.1%
STLA vs SFM
+132.6%
-34.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.6% | +0.9% |
| 7D | +2.6% | -0.1% | +2.7% | +2.6% |
| 30D | -1.2% | -4.4% | +3.1% | -0.8% |
| 3M | -24.8% | +1.5% | -26.3% | -25.2% |
| 6M | -25.6% | +6.5% | -32.0% | -26.9% |
| YTD | -48.9% | +2.2% | -51.1% | -49.6% |
| 1Y | -38.8% | -41.9% | +3.1% | -35.1% |
| 3Y | -64.5% | +106.8% | -171.3% | -68.7% |
| 5Y | -62.4% | +231.6% | -294.0% | -69.4% |
| 10Y | +55.4% | +258.4% | -203.0% | +20.1% |
| All | +98.1% | +132.6% | -34.5% | +52.5% |
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