+21.7%
STM vs BAX
-31.1%
+52.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.5% |
| 7D | +5.8% | -1.1% | +6.9% | +6.2% |
| 30D | -1.0% | -5.5% | +4.4% | +0.8% |
| 3M | -33.3% | +33.5% | -66.8% | -40.8% |
| 6M | +57.4% | +35.9% | +21.5% | +37.9% |
| YTD | +102.2% | +35.4% | +66.8% | +75.9% |
| 1Y | +99.6% | +9.8% | +89.8% | +86.3% |
| All | +21.7% | -31.1% | +52.8% | +32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling