+655.9%
STM vs BDX
+59.3%
+596.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.2% |
| 7D | -1.4% | -3.2% | +1.8% | 0.0% |
| 30D | -4.9% | -2.5% | -2.4% | -4.0% |
| 3M | -34.0% | +21.4% | -55.4% | -40.5% |
| 6M | +51.8% | +10.4% | +41.4% | +42.6% |
| YTD | +99.4% | +18.8% | +80.5% | +80.0% |
| 1Y | +99.1% | +21.7% | +77.4% | +77.3% |
| 3Y | +19.5% | -10.0% | +29.4% | +21.5% |
| 5Y | +19.5% | -1.8% | +21.3% | +13.7% |
| All | +655.9% | +59.3% | +596.6% | +496.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 10y: compounded portfolio wealth divided by compounded BDX 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…
10y analysis · Full analysis span regression · 6 months rolling