+251.6%
STM vs AGG
+98.1%
+153.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +5.8% | -0.2% | +5.9% | +5.8% |
| 30D | -1.0% | -0.4% | -0.6% | -1.0% |
| 3M | -33.3% | -0.7% | -32.6% | -33.3% |
| 6M | +57.4% | -1.5% | +58.9% | +57.2% |
| YTD | +102.2% | -0.3% | +102.4% | +102.2% |
| 1Y | +99.6% | +1.3% | +98.3% | +99.9% |
| 3Y | +14.5% | +13.2% | +1.3% | +16.4% |
| 5Y | +21.4% | -1.4% | +22.8% | +13.6% |
| 10Y | +695.0% | +14.9% | +680.1% | +748.9% |
| All | +251.6% | +98.1% | +153.5% | +428.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling