+21.1%
STM vs BG
+20.0%
+1.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.9% | -1.6% |
| 7D | +5.2% | +2.4% | +2.8% | +4.6% |
| 30D | -7.4% | +15.0% | -22.4% | -10.8% |
| 3M | -30.6% | -0.7% | -30.0% | -30.6% |
| 6M | +66.4% | +7.5% | +58.9% | +61.8% |
| YTD | +101.1% | +41.6% | +59.5% | +79.3% |
| 1Y | +97.4% | +50.7% | +46.7% | +71.0% |
| 3Y | +21.1% | +20.3% | +0.9% | +3.8% |
| All | +21.1% | +20.0% | +1.2% | +3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling