+19.8%
STLA vs SM
+4.9%
+14.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.2% |
| 7D | -6.4% | -22.3% | +15.9% | -3.1% |
| 30D | -1.3% | -21.4% | +20.0% | +1.8% |
| 3M | -19.9% | +1.4% | -21.3% | -20.8% |
| 6M | -42.9% | +0.1% | -43.0% | -43.9% |
| YTD | -59.4% | +59.0% | -118.4% | -63.6% |
| 1Y | -56.8% | +64.3% | -121.2% | -61.6% |
| 3Y | -73.1% | -13.1% | -59.9% | -73.9% |
| 5Y | -70.1% | -13.9% | -56.2% | -72.1% |
| 10Y | +19.8% | +1.7% | +18.1% | -18.8% |
| All | +19.8% | +4.9% | +14.9% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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