+21.1%
STM vs AGG
-1.7%
+22.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.5% |
| 7D | +1.7% | -0.2% | +1.8% | +1.9% |
| 30D | -5.2% | -0.2% | -4.9% | -4.9% |
| 3M | -29.6% | -0.7% | -28.9% | -28.8% |
| 6M | +54.4% | -1.8% | +56.1% | +58.3% |
| YTD | +99.5% | -0.6% | +100.1% | +102.0% |
| 1Y | +100.8% | +0.4% | +100.4% | +101.2% |
| 3Y | +20.2% | +13.2% | +7.0% | +5.2% |
| 5Y | +21.1% | -2.0% | +23.1% | +7.6% |
| All | +21.1% | -1.7% | +22.9% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 5y: compounded portfolio wealth divided by compounded AGG 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…
5y analysis · Full analysis span regression · 6 months rolling