+461.8%
STM vs B
+218.7%
+243.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.6% | +1.1% |
| 7D | +16.3% | -6.2% | +22.5% | +17.9% |
| 30D | -6.3% | -6.6% | +0.3% | -5.0% |
| 3M | -14.1% | -7.9% | -6.2% | -12.8% |
| 6M | -19.6% | -16.8% | -2.8% | -16.7% |
| YTD | +80.1% | -11.7% | +91.8% | +83.8% |
| 1Y | +95.4% | +3.5% | +91.9% | +93.3% |
| 3Y | +14.7% | +165.7% | -151.0% | -5.9% |
| 5Y | -5.4% | +108.4% | -113.8% | -21.1% |
| All | +461.8% | +218.7% | +243.1% | +341.4% |
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