+293.4%
C vs STM
+682.1%
-388.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.9% |
| 7D | +3.6% | +5.8% | -2.2% | +1.7% |
| 30D | +0.1% | -1.0% | +1.1% | +0.1% |
| 3M | +2.4% | -33.3% | +35.7% | +14.1% |
| 6M | +24.9% | +57.4% | -32.4% | +1.5% |
| YTD | +19.8% | +102.2% | -82.4% | -11.6% |
| 1Y | +44.9% | +99.6% | -54.7% | +6.2% |
| 3Y | +263.0% | +14.5% | +248.5% | +206.1% |
| 5Y | +129.5% | +21.4% | +108.2% | +80.1% |
| All | +293.4% | +682.1% | -388.7% | +69.7% |
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