+22.5%
STM vs BG
+84.8%
-62.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.9% | -1.8% |
| 7D | +5.2% | +2.4% | +2.8% | +4.4% |
| 30D | -7.4% | +15.0% | -22.4% | -11.4% |
| 3M | -30.6% | -0.7% | -30.0% | -30.8% |
| 6M | +66.4% | +7.5% | +58.9% | +61.2% |
| YTD | +101.1% | +41.6% | +59.5% | +77.7% |
| 1Y | +97.4% | +50.7% | +46.7% | +69.4% |
| 3Y | +21.1% | +20.3% | +0.9% | +8.6% |
| 5Y | +22.5% | +85.2% | -62.8% | -11.0% |
| All | +22.5% | +84.8% | -62.3% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling