+392.6%
STM vs A
+319.7%
+72.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.7% | +2.7% | +3.2% |
| 7D | -10.7% | -0.1% | -10.7% | -10.5% |
| 30D | -25.7% | +3.4% | -29.1% | -27.2% |
| 3M | -21.6% | +23.8% | -45.4% | -32.6% |
| 6M | -27.8% | +49.0% | -76.8% | -47.5% |
| YTD | +61.8% | +29.4% | +32.4% | +29.9% |
| 1Y | +78.1% | +19.4% | +58.7% | +51.7% |
| 3Y | +4.9% | +66.2% | -61.3% | -34.1% |
| 5Y | -14.3% | +15.8% | -30.1% | -29.6% |
| All | +392.6% | +319.7% | +72.9% | +91.7% |
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