+678.9%
STM vs CB
+218.6%
+460.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.7% |
| 7D | +5.8% | +0.5% | +5.3% | +5.5% |
| 30D | -1.0% | -3.1% | +2.1% | +0.1% |
| 3M | -33.3% | +9.0% | -42.2% | -37.1% |
| 6M | +57.4% | +2.9% | +54.5% | +52.0% |
| YTD | +102.2% | +10.1% | +92.1% | +88.2% |
| 1Y | +99.6% | +22.8% | +76.8% | +74.8% |
| 3Y | +14.5% | +73.8% | -59.3% | -19.2% |
| 5Y | +21.4% | +99.2% | -77.8% | -21.8% |
| All | +678.9% | +218.6% | +460.3% | +275.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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