+444.1%
STM vs A
+312.5%
+131.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.6% | +1.3% |
| 7D | -7.9% | +1.4% | -9.3% | -8.5% |
| 30D | -14.1% | +4.3% | -18.4% | -16.3% |
| 3M | -17.6% | +19.8% | -37.4% | -27.5% |
| 6M | -24.2% | +54.4% | -78.6% | -46.2% |
| YTD | +73.3% | +31.7% | +41.6% | +37.5% |
| 1Y | +90.1% | +22.4% | +67.6% | +59.0% |
| 3Y | +10.3% | +67.7% | -57.3% | -31.0% |
| 5Y | -5.7% | +15.7% | -21.5% | -22.4% |
| 10Y | +444.1% | +308.7% | +135.4% | +103.3% |
| All | +444.1% | +312.5% | +131.6% | +103.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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