+463.1%
STM vs ALL
+371.2%
+91.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.3% |
| 7D | +1.4% | -2.6% | +4.0% | +2.3% |
| 30D | -8.4% | +12.7% | -21.1% | -12.6% |
| 3M | -15.8% | +0.4% | -16.2% | -16.7% |
| 6M | -22.8% | +23.8% | -46.6% | -31.4% |
| YTD | +79.4% | +27.8% | +51.6% | +55.7% |
| 1Y | +97.0% | +28.9% | +68.1% | +70.1% |
| 3Y | +14.2% | +113.9% | -99.7% | -27.8% |
| 5Y | -4.5% | +157.4% | -161.8% | -48.9% |
| 10Y | +463.1% | +369.0% | +94.1% | +129.4% |
| All | +463.1% | +371.2% | +91.9% | +129.4% |
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