-39.8%
STLA vs SM
+46.7%
-86.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.6% | -6.7% | -2.4% |
| 7D | +0.7% | -0.2% | +0.9% | +0.8% |
| 30D | -2.4% | +31.5% | -33.9% | +2.8% |
| 3M | -23.9% | +17.3% | -41.2% | -21.4% |
| 6M | -24.6% | +48.5% | -73.1% | -18.7% |
| YTD | -50.5% | +106.3% | -156.8% | -46.0% |
| 1Y | -39.8% | +47.3% | -87.1% | -32.2% |
| All | -39.8% | +46.7% | -86.6% | -32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling