-64.3%
STLA vs SM
-6.8%
-57.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.7% |
| 7D | +2.6% | +0.1% | +2.5% | +2.5% |
| 30D | -1.2% | +26.3% | -27.6% | -5.1% |
| 3M | -24.8% | +8.7% | -33.4% | -26.2% |
| 6M | -25.6% | +51.7% | -77.2% | -33.7% |
| YTD | -48.9% | +99.0% | -148.0% | -58.6% |
| 1Y | -38.8% | +34.6% | -73.4% | -43.9% |
| All | -64.3% | -6.8% | -57.5% | -67.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling