+90.1%
STM vs STLA
-59.1%
+149.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.6% | +4.0% | +1.1% |
| 7D | -7.9% | -4.9% | -3.0% | -6.8% |
| 30D | -14.1% | -4.9% | -9.2% | -13.3% |
| 3M | -17.6% | -23.7% | +6.0% | -12.5% |
| 6M | -24.2% | -45.0% | +20.7% | -12.0% |
| YTD | +73.3% | -60.9% | +134.2% | +113.9% |
| 1Y | +90.1% | -58.9% | +149.0% | +125.7% |
| All | +90.1% | -59.1% | +149.2% | +125.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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