+392.6%
STM vs ALL
+370.9%
+21.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.5% | +8.9% | +6.0% |
| 7D | -10.7% | -1.9% | -8.8% | -10.3% |
| 30D | -25.7% | +13.8% | -39.5% | -29.5% |
| 3M | -21.6% | -7.0% | -14.6% | -20.2% |
| 6M | -27.8% | +18.0% | -45.8% | -34.6% |
| YTD | +61.8% | +24.2% | +37.6% | +41.9% |
| 1Y | +78.1% | +31.2% | +46.9% | +52.0% |
| 3Y | +4.9% | +107.5% | -102.6% | -32.8% |
| 5Y | -14.3% | +144.8% | -159.1% | -52.9% |
| All | +392.6% | +370.9% | +21.7% | +117.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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