+641.7%
BE vs STM
+115.3%
+526.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.7% | -4.6% |
| 7D | -13.4% | -7.9% | -5.4% | -7.7% |
| 30D | -33.9% | -14.1% | -19.8% | -25.7% |
| 3M | -12.0% | -17.6% | +5.6% | +1.5% |
| 6M | -29.0% | -24.2% | -4.7% | -13.4% |
| YTD | +113.4% | +73.3% | +40.1% | +57.1% |
| 1Y | +33.2% | +90.1% | -56.9% | -7.3% |
| 3Y | +1,659.2% | +10.3% | +1,648.9% | +1,441.5% |
| 5Y | +461.4% | -5.7% | +467.1% | +439.6% |
| All | +641.7% | +115.3% | +526.4% | +379.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 10y: compounded portfolio wealth divided by compounded STM 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…
10y analysis · Full analysis span regression · 6 months rolling