+444.1%
STM vs B
+184.6%
+259.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.1% | +6.5% | +1.7% |
| 7D | -7.9% | +7.1% | -15.0% | -9.6% |
| 30D | -14.1% | -3.3% | -10.8% | -13.6% |
| 3M | -17.6% | -2.5% | -15.1% | -17.5% |
| 6M | -24.2% | -7.2% | -17.0% | -23.3% |
| YTD | +73.3% | -7.4% | +80.7% | +75.0% |
| 1Y | +90.1% | +16.4% | +73.7% | +83.8% |
| 3Y | +10.3% | +178.7% | -168.4% | -10.3% |
| 5Y | -5.7% | +121.7% | -127.4% | -22.3% |
| 10Y | +444.1% | +208.6% | +235.5% | +324.0% |
| All | +444.1% | +184.6% | +259.5% | +324.0% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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