+422.5%
STM vs B
+183.2%
+239.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.2% | +2.5% | +5.8% |
| 7D | -5.6% | +11.3% | -16.9% | -8.0% |
| 30D | -14.4% | +2.9% | -17.4% | -15.1% |
| 3M | -20.5% | -2.9% | -17.6% | -20.2% |
| 6M | -24.5% | -1.2% | -23.3% | -24.6% |
| YTD | +72.7% | -1.3% | +74.0% | +72.0% |
| 1Y | +91.0% | +30.4% | +60.6% | +80.4% |
| 3Y | +13.5% | +195.3% | -181.8% | -9.1% |
| 5Y | -9.2% | +146.2% | -155.4% | -26.8% |
| 10Y | +422.5% | +200.5% | +222.1% | +302.1% |
| All | +422.5% | +183.2% | +239.3% | +302.1% |
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