+762.3%
STM vs BAH
+886.2%
-123.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.3% | +2.3% |
| 7D | +5.8% | -3.2% | +9.0% | +6.8% |
| 30D | -1.0% | +2.0% | -3.0% | -1.8% |
| 3M | -33.3% | -7.6% | -25.6% | -32.4% |
| 6M | +57.4% | -5.7% | +63.0% | +56.3% |
| YTD | +102.2% | -11.7% | +113.9% | +103.1% |
| 1Y | +99.6% | -27.4% | +127.0% | +113.2% |
| 3Y | +14.5% | -32.5% | +47.1% | +19.2% |
| 5Y | +21.4% | -3.3% | +24.7% | +5.5% |
| 10Y | +695.0% | +186.0% | +509.0% | +328.6% |
| All | +762.3% | +886.2% | -123.9% | +134.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 all: compounded portfolio wealth divided by compounded BAH 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…
all analysis · Full analysis span regression · 6 months rolling