+1,381.0%
NET vs STM
+138.8%
+1,242.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.1% | +3.5% | +0.3% |
| 7D | -16.4% | -6.0% | -10.3% | -13.8% |
| 30D | -25.8% | -20.9% | -4.9% | -17.4% |
| 3M | -11.5% | -15.8% | +4.2% | -5.3% |
| 6M | +18.9% | -17.0% | +36.0% | +19.9% |
| YTD | +35.2% | +76.8% | -41.6% | -12.2% |
| 1Y | +14.5% | +96.5% | -82.0% | -30.2% |
| 3Y | +313.8% | +14.0% | +299.8% | +209.7% |
| 5Y | +32.6% | -5.8% | +38.4% | +10.9% |
| All | +1,381.0% | +138.8% | +1,242.2% | +744.7% |
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