+207.2%
C vs STM
+467.4%
-260.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.6% | -0.3% |
| 7D | +4.7% | +16.3% | -11.6% | -0.3% |
| 30D | +0.2% | -6.3% | +6.4% | +1.6% |
| 3M | -9.3% | -14.1% | +4.8% | -6.0% |
| 6M | -0.8% | -19.6% | +18.7% | +1.4% |
| YTD | +8.5% | +80.1% | -71.6% | -18.0% |
| 1Y | +23.1% | +95.4% | -72.3% | -9.8% |
| 3Y | +220.8% | +14.7% | +206.1% | +165.4% |
| 5Y | +112.4% | -5.4% | +117.8% | +81.0% |
| All | +207.2% | +467.4% | -260.2% | +39.6% |
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