-15.7%
STM vs BAX
-63.7%
+47.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +3.9% | +4.3% |
| 7D | -10.7% | +12.1% | -22.9% | -13.9% |
| 30D | -25.7% | +7.6% | -33.3% | -27.8% |
| 3M | -21.6% | -4.5% | -17.1% | -20.8% |
| 6M | -27.8% | +52.0% | -79.8% | -38.9% |
| YTD | +61.8% | +35.1% | +26.6% | +41.6% |
| 1Y | +78.1% | +43.7% | +34.4% | +52.4% |
| 3Y | +4.9% | -20.9% | +25.8% | +7.6% |
| All | -15.7% | -63.7% | +47.9% | +13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling