+392.6%
STM vs B
+183.2%
+209.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +3.9% | +4.3% |
| 7D | -10.7% | +9.6% | -20.3% | -12.8% |
| 30D | -25.7% | +3.5% | -29.3% | -26.4% |
| 3M | -21.6% | -1.6% | -20.0% | -21.6% |
| 6M | -27.8% | -1.7% | -26.1% | -27.8% |
| YTD | +61.8% | -5.3% | +67.1% | +62.6% |
| 1Y | +78.1% | +27.2% | +50.9% | +69.2% |
| 3Y | +4.9% | +166.1% | -161.2% | -14.4% |
| 5Y | -14.3% | +136.5% | -150.8% | -30.3% |
| All | +392.6% | +183.2% | +209.4% | +282.6% |
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