+97.0%
STM vs BAX
+48.0%
+49.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.6% |
| 7D | +1.4% | -0.6% | +2.1% | +1.7% |
| 30D | -8.4% | +6.3% | -14.7% | -10.0% |
| 3M | -15.8% | -4.6% | -11.2% | -14.8% |
| 6M | -22.8% | +50.4% | -73.2% | -34.3% |
| YTD | +79.4% | +38.0% | +41.3% | +51.9% |
| 1Y | +97.0% | +44.6% | +52.4% | +63.5% |
| All | +97.0% | +48.0% | +49.0% | +63.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling