+661.5%
STM vs ALB
+74.5%
+587.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.4% | +6.3% | +3.6% |
| 7D | +5.8% | -8.1% | +13.9% | +9.2% |
| 30D | -1.0% | +6.3% | -7.3% | -3.8% |
| 3M | -33.3% | -23.6% | -9.7% | -26.2% |
| 6M | +57.4% | -24.6% | +82.0% | +72.0% |
| YTD | +102.2% | -10.3% | +112.5% | +103.8% |
| 1Y | +99.6% | +61.5% | +38.1% | +53.5% |
| 3Y | +14.5% | -34.0% | +48.5% | +15.3% |
| 5Y | +21.4% | -44.6% | +66.0% | +24.1% |
| All | +661.5% | +74.5% | +587.0% | +304.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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