+213.8%
STM vs ALC
+16.1%
+197.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +2.0% |
| 7D | -1.4% | -6.3% | +4.9% | +2.7% |
| 30D | -4.9% | -10.3% | +5.3% | +1.5% |
| 3M | -34.0% | -0.7% | -33.3% | -34.8% |
| 6M | +51.8% | -17.8% | +69.7% | +68.3% |
| YTD | +99.4% | -15.8% | +115.2% | +116.6% |
| 1Y | +99.1% | -16.7% | +115.8% | +117.3% |
| 3Y | +19.5% | -19.7% | +39.2% | +30.3% |
| 5Y | +19.5% | -19.8% | +39.3% | +28.7% |
| All | +213.8% | +16.1% | +197.7% | +157.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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