+154.9%
STM vs BG
+1,131.5%
-976.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.0% | +2.3% |
| 7D | +5.8% | +2.8% | +3.0% | +4.6% |
| 30D | -1.0% | +12.0% | -13.0% | -5.4% |
| 3M | -33.3% | -7.7% | -25.6% | -31.8% |
| 6M | +57.4% | +4.5% | +52.9% | +52.7% |
| YTD | +102.2% | +35.7% | +66.5% | +77.7% |
| 1Y | +99.6% | +50.1% | +49.5% | +67.4% |
| 3Y | +14.5% | +12.6% | +1.9% | +5.1% |
| 5Y | +21.4% | +75.4% | -54.1% | -8.4% |
| 10Y | +695.0% | +150.5% | +544.5% | +393.6% |
| All | +154.9% | +1,131.5% | -976.5% | +24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling