+1,808.6%
STM vs BAX
+659.0%
+1,149.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +3.9% | +4.2% |
| 7D | -10.7% | +12.1% | -22.9% | -14.5% |
| 30D | -25.7% | +7.6% | -33.3% | -28.1% |
| 3M | -21.6% | -4.5% | -17.1% | -20.8% |
| 6M | -27.8% | +52.0% | -79.8% | -39.8% |
| YTD | +61.8% | +35.1% | +26.6% | +40.0% |
| 1Y | +78.1% | +43.7% | +34.4% | +50.4% |
| 3Y | +4.9% | -20.9% | +25.8% | +7.9% |
| 5Y | -14.3% | -63.5% | +49.3% | +15.3% |
| 10Y | +414.1% | -36.0% | +450.1% | +454.9% |
| All | +1,808.6% | +659.0% | +1,149.6% | +1,003.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling