+463.1%
STM vs BP
+133.4%
+329.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +2.9% |
| 7D | +1.4% | -0.8% | +2.2% | +1.9% |
| 30D | -8.4% | -3.1% | -5.2% | -7.4% |
| 3M | -15.8% | +6.2% | -22.0% | -18.7% |
| 6M | -22.8% | +4.8% | -27.6% | -25.8% |
| YTD | +79.4% | +35.2% | +44.2% | +50.6% |
| 1Y | +97.0% | +27.4% | +69.6% | +69.8% |
| 3Y | +14.2% | +49.8% | -35.6% | -10.5% |
| 5Y | -4.5% | +109.4% | -113.8% | -38.9% |
| 10Y | +463.1% | +135.7% | +327.4% | +235.5% |
| All | +463.1% | +133.4% | +329.7% | +235.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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