+422.5%
STM vs CG
+320.1%
+102.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +6.6% | +0.2% | +3.2% |
| 7D | -5.6% | +3.0% | -8.6% | -7.0% |
| 30D | -14.4% | +10.1% | -24.6% | -19.0% |
| 3M | -20.5% | -10.8% | -9.6% | -16.1% |
| 6M | -24.5% | -15.2% | -9.3% | -19.0% |
| YTD | +72.7% | -26.9% | +99.6% | +98.8% |
| 1Y | +91.0% | -17.0% | +108.1% | +104.3% |
| 3Y | +13.5% | +54.6% | -41.1% | -20.3% |
| 5Y | -9.2% | -16.7% | +7.5% | -12.5% |
| 10Y | +422.5% | +320.1% | +102.4% | +146.6% |
| All | +422.5% | +320.1% | +102.4% | +146.6% |
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