-4.6%
STM vs BAX
-64.2%
+59.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +12.0% | +0.1% | +11.9% | +12.0% |
| 30D | -0.4% | +4.1% | -4.4% | -2.0% |
| 3M | -13.2% | -4.5% | -8.6% | -12.3% |
| 6M | -26.1% | +49.2% | -75.3% | -36.8% |
| YTD | +81.2% | +35.2% | +45.9% | +58.5% |
| 1Y | +98.3% | +38.3% | +60.0% | +72.0% |
| 3Y | +16.7% | -19.0% | +35.8% | +19.0% |
| All | -4.6% | -64.2% | +59.7% | +29.6% |
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