+661.5%
STM vs BAX
-34.3%
+695.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.5% |
| 7D | +5.8% | -1.1% | +6.9% | +6.3% |
| 30D | -1.0% | -5.5% | +4.4% | +1.1% |
| 3M | -33.3% | +33.5% | -66.8% | -41.7% |
| 6M | +57.4% | +35.9% | +21.5% | +35.9% |
| YTD | +102.2% | +35.4% | +66.8% | +73.2% |
| 1Y | +99.6% | +9.8% | +89.8% | +85.1% |
| 3Y | +14.5% | -32.7% | +47.2% | +27.1% |
| 5Y | +21.4% | -65.6% | +86.9% | +82.2% |
| All | +661.5% | -34.3% | +695.8% | +712.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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