+422.5%
STM vs BP
+132.1%
+290.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.1% | +6.6% | +6.7% |
| 7D | -5.6% | -6.9% | +1.3% | -2.6% |
| 30D | -14.4% | -3.6% | -10.9% | -13.4% |
| 3M | -20.5% | +8.4% | -28.9% | -24.0% |
| 6M | -24.5% | +5.3% | -29.8% | -27.7% |
| YTD | +72.7% | +33.2% | +39.5% | +45.9% |
| 1Y | +91.0% | +28.2% | +62.8% | +64.1% |
| 3Y | +13.5% | +49.2% | -35.7% | -11.0% |
| 5Y | -9.2% | +102.9% | -112.1% | -41.0% |
| 10Y | +422.5% | +127.7% | +294.9% | +217.3% |
| All | +422.5% | +132.1% | +290.4% | +217.3% |
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