+189.9%
STLA vs SM
-23.3%
+213.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.4% |
| 7D | -4.5% | -25.9% | +21.4% | -0.7% |
| 30D | -3.9% | -15.1% | +11.2% | -2.1% |
| 3M | -20.2% | +4.9% | -25.0% | -21.4% |
| 6M | -42.2% | +6.1% | -48.3% | -43.6% |
| YTD | -59.3% | +63.4% | -122.8% | -63.4% |
| 1Y | -56.1% | +72.5% | -128.5% | -60.8% |
| 3Y | -73.7% | -16.9% | -56.8% | -74.3% |
| 5Y | -70.3% | -10.6% | -59.6% | -72.3% |
| 10Y | +23.1% | +11.3% | +11.8% | -17.5% |
| All | +189.9% | -23.3% | +213.1% | +87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling