-70.1%
STLA vs SM
-11.5%
-58.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.4% |
| 7D | -4.5% | -25.9% | +21.4% | -0.2% |
| 30D | -3.9% | -15.1% | +11.2% | -1.9% |
| 3M | -20.2% | +4.9% | -25.0% | -21.9% |
| 6M | -42.2% | +6.1% | -48.3% | -44.2% |
| YTD | -59.3% | +63.4% | -122.8% | -65.5% |
| 1Y | -56.1% | +72.5% | -128.5% | -63.3% |
| 3Y | -73.7% | -16.9% | -56.8% | -74.9% |
| All | -70.1% | -11.5% | -58.6% | -73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling