+644.6%
STM vs BG
+171.4%
+473.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.9% |
| 7D | -1.1% | +3.7% | -4.8% | -2.5% |
| 30D | -7.8% | +12.3% | -20.2% | -12.2% |
| 3M | -28.2% | -2.2% | -26.0% | -28.1% |
| 6M | +52.0% | +5.3% | +46.6% | +46.9% |
| YTD | +96.4% | +42.4% | +54.0% | +67.4% |
| 1Y | +98.8% | +55.2% | +43.6% | +62.0% |
| 3Y | +18.3% | +21.0% | -2.7% | +4.4% |
| 5Y | +17.7% | +87.1% | -69.4% | -17.7% |
| All | +644.6% | +171.4% | +473.1% | +305.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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