+422.5%
STM vs BAX
-35.6%
+458.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.4% | +4.4% | +5.8% |
| 7D | -5.6% | +9.0% | -14.6% | -8.7% |
| 30D | -14.4% | +8.5% | -22.9% | -17.6% |
| 3M | -20.5% | -4.1% | -16.4% | -19.7% |
| 6M | -24.5% | +46.9% | -71.4% | -37.1% |
| YTD | +72.7% | +38.4% | +34.3% | +45.9% |
| 1Y | +91.0% | +47.0% | +44.0% | +57.0% |
| 3Y | +13.5% | -14.9% | +28.5% | +13.6% |
| 5Y | -9.2% | -62.5% | +53.3% | +30.2% |
| 10Y | +422.5% | -33.9% | +456.4% | +511.9% |
| All | +422.5% | -35.6% | +458.2% | +511.9% |
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