+223.5%
C vs STM
+398.5%
-174.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.9% | -0.9% |
| 7D | -2.4% | -10.7% | +8.3% | +0.9% |
| 30D | -6.0% | -25.7% | +19.8% | +2.7% |
| 3M | -10.5% | -21.6% | +11.0% | -4.5% |
| 6M | -5.7% | -27.8% | +22.1% | -0.3% |
| YTD | +4.1% | +61.8% | -57.6% | -18.5% |
| 1Y | +20.5% | +78.1% | -57.6% | -8.9% |
| 3Y | +208.1% | +4.9% | +203.2% | +162.3% |
| 5Y | +110.4% | -14.3% | +124.7% | +85.0% |
| All | +223.5% | +398.5% | -174.9% | +69.5% |
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