-27.8%
STM vs BAX
+51.9%
-79.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +3.9% | +4.4% |
| 7D | -10.7% | +12.1% | -22.9% | -10.2% |
| 30D | -25.7% | +7.6% | -33.3% | -25.7% |
| 3M | -21.6% | -4.5% | -17.1% | -21.6% |
| 6M | -27.8% | +52.0% | -79.8% | -24.4% |
| All | -27.8% | +51.9% | -79.7% | -24.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling