+465.1%
STM vs CG
+278.5%
+186.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.5% | 0.0% |
| 7D | +12.0% | +0.2% | +11.8% | +11.8% |
| 30D | -0.4% | +11.2% | -11.5% | -6.3% |
| 3M | -13.2% | -22.1% | +8.9% | -1.3% |
| 6M | -26.1% | -17.9% | -8.1% | -19.3% |
| YTD | +81.2% | -31.3% | +112.5% | +115.4% |
| 1Y | +98.3% | -24.0% | +122.3% | +122.4% |
| 3Y | +16.7% | +45.0% | -28.2% | -15.3% |
| 5Y | -4.8% | -22.6% | +17.8% | -4.7% |
| All | +465.1% | +278.5% | +186.6% | +170.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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