+47.8%
STLA vs SM
+12.3%
+35.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.6% | -6.7% | -3.6% |
| 7D | +0.7% | -0.2% | +0.9% | +0.7% |
| 30D | -2.4% | +31.5% | -33.9% | -6.5% |
| 3M | -23.9% | +17.3% | -41.2% | -26.2% |
| 6M | -24.6% | +48.5% | -73.1% | -30.5% |
| YTD | -50.5% | +106.3% | -156.8% | -57.0% |
| 1Y | -39.8% | +47.3% | -87.1% | -45.1% |
| 3Y | -65.6% | -1.4% | -64.2% | -67.2% |
| 5Y | -62.1% | +114.0% | -176.1% | -68.9% |
| 10Y | +47.8% | +12.5% | +35.3% | -0.6% |
| All | +47.8% | +12.3% | +35.4% | -0.6% |
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