+898.4%
STM vs STLA
+263.8%
+634.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.4% |
| 7D | +5.8% | +2.6% | +3.2% | +4.7% |
| 30D | -1.0% | -1.2% | +0.2% | -1.0% |
| 3M | -33.3% | -24.8% | -8.5% | -25.6% |
| 6M | +57.4% | -25.6% | +82.9% | +75.1% |
| YTD | +102.2% | -48.9% | +151.1% | +155.8% |
| 1Y | +99.6% | -38.8% | +138.4% | +132.2% |
| 3Y | +14.5% | -64.5% | +79.1% | +64.5% |
| 5Y | +21.4% | -62.4% | +83.8% | +69.6% |
| 10Y | +695.0% | +55.4% | +639.6% | +639.5% |
| All | +898.4% | +263.8% | +634.6% | +713.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling