-9.2%
STM vs B
+147.6%
-156.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.2% | +2.5% | +5.5% |
| 7D | -5.6% | +11.3% | -16.9% | -8.7% |
| 30D | -14.4% | +2.9% | -17.4% | -15.3% |
| 3M | -20.5% | -2.9% | -17.6% | -20.2% |
| 6M | -24.5% | -1.2% | -23.3% | -24.8% |
| YTD | +72.7% | -1.3% | +74.0% | +71.4% |
| 1Y | +91.0% | +30.4% | +60.6% | +77.5% |
| 3Y | +13.5% | +195.3% | -181.8% | -14.4% |
| 5Y | -9.2% | +146.2% | -155.4% | -31.4% |
| All | -9.2% | +147.6% | -156.8% | -31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling