+4.9%
STM vs STLA
-74.0%
+78.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.7% | +4.5% |
| 7D | -10.7% | -4.5% | -6.2% | -8.9% |
| 30D | -25.7% | -3.9% | -21.8% | -24.8% |
| 3M | -21.6% | -20.2% | -1.4% | -14.3% |
| 6M | -27.8% | -42.2% | +14.4% | -7.3% |
| YTD | +61.8% | -59.3% | +121.1% | +141.2% |
| 1Y | +78.1% | -56.1% | +134.1% | +151.8% |
| 3Y | +4.9% | -73.7% | +78.6% | +87.5% |
| All | +4.9% | -74.0% | +78.9% | +87.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling