+392.6%
STM vs BP
+131.5%
+261.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +4.6% |
| 7D | -10.7% | -11.6% | +0.9% | -6.0% |
| 30D | -25.7% | 0.0% | -25.8% | -26.2% |
| 3M | -21.6% | +6.7% | -28.3% | -24.6% |
| 6M | -27.8% | +2.2% | -30.0% | -29.9% |
| YTD | +61.8% | +33.0% | +28.8% | +36.8% |
| 1Y | +78.1% | +30.7% | +47.4% | +51.5% |
| 3Y | +4.9% | +44.2% | -39.3% | -16.4% |
| 5Y | -14.3% | +105.1% | -119.4% | -44.6% |
| All | +392.6% | +131.5% | +261.1% | +198.3% |
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