-7.7%
STM vs ALL
+157.5%
-165.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | +0.3% |
| 7D | -7.9% | -0.1% | -7.8% | -7.9% |
| 30D | -14.1% | +13.8% | -28.0% | -14.5% |
| 3M | -17.6% | -2.8% | -14.8% | -17.3% |
| 6M | -24.2% | +23.7% | -47.9% | -26.5% |
| YTD | +73.3% | +27.3% | +46.0% | +66.7% |
| 1Y | +90.1% | +30.5% | +59.5% | +81.8% |
| 3Y | +10.3% | +113.0% | -102.7% | -8.3% |
| All | -7.7% | +157.5% | -165.2% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling