+422.5%
STM vs CB
+246.2%
+176.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.4% | +7.2% | +6.9% |
| 7D | -5.6% | -1.5% | -4.1% | -5.1% |
| 30D | -14.4% | +6.5% | -21.0% | -16.8% |
| 3M | -20.5% | +4.1% | -24.5% | -22.2% |
| 6M | -24.5% | +14.4% | -38.9% | -30.6% |
| YTD | +72.7% | +17.5% | +55.2% | +56.0% |
| 1Y | +91.0% | +27.5% | +63.5% | +65.5% |
| 3Y | +13.5% | +71.6% | -58.1% | -18.5% |
| 5Y | -9.2% | +100.6% | -109.8% | -41.2% |
| 10Y | +422.5% | +243.0% | +179.5% | +161.8% |
| All | +422.5% | +246.2% | +176.3% | +161.8% |
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