+22.5%
STM vs BR
+9.8%
+12.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +1.9% | +0.3% |
| 7D | +5.2% | -5.9% | +11.2% | +7.3% |
| 30D | -7.4% | +1.9% | -9.3% | -8.3% |
| 3M | -30.6% | +14.7% | -45.3% | -34.9% |
| 6M | +66.4% | -12.8% | +79.1% | +77.7% |
| YTD | +101.1% | -23.0% | +124.2% | +130.9% |
| 1Y | +97.4% | -31.7% | +129.1% | +144.2% |
| 3Y | +21.1% | -4.8% | +25.9% | +15.4% |
| 5Y | +22.5% | +7.8% | +14.6% | -7.5% |
| All | +22.5% | +9.8% | +12.6% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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