+208.8%
C vs STM
+431.2%
-222.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.1% |
| 7D | -0.4% | -7.9% | +7.6% | +2.0% |
| 30D | -5.2% | -14.1% | +9.0% | -1.0% |
| 3M | -9.1% | -17.6% | +8.5% | -4.4% |
| 6M | -1.6% | -24.2% | +22.7% | +2.7% |
| YTD | +6.9% | +73.3% | -66.4% | -18.2% |
| 1Y | +23.0% | +90.1% | -67.1% | -9.1% |
| 3Y | +216.1% | +10.3% | +205.8% | +164.9% |
| 5Y | +112.2% | -5.7% | +118.0% | +80.5% |
| 10Y | +208.8% | +444.1% | -235.3% | +41.4% |
| All | +208.8% | +431.2% | -222.4% | +41.4% |
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