+21.0%
STM vs ALL
+118.4%
-97.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.0% |
| 7D | +5.8% | 0.0% | +5.8% | +5.8% |
| 30D | -1.0% | -1.5% | +0.5% | -1.0% |
| 3M | -33.3% | +23.6% | -56.9% | -35.4% |
| 6M | +57.4% | +22.3% | +35.0% | +52.4% |
| YTD | +102.2% | +26.5% | +75.7% | +94.2% |
| 1Y | +99.6% | +27.0% | +72.6% | +91.2% |
| 3Y | +14.5% | +149.6% | -135.1% | -9.2% |
| All | +21.0% | +118.4% | -97.5% | +1.6% |
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