+657.6%
STM vs CG
+345.5%
+312.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.7% |
| 7D | +5.2% | -1.3% | +6.5% | +5.9% |
| 30D | -7.4% | -3.2% | -4.2% | -6.2% |
| 3M | -30.6% | +6.2% | -36.9% | -33.7% |
| 6M | +66.4% | -4.7% | +71.0% | +67.6% |
| YTD | +101.1% | -20.6% | +121.8% | +122.2% |
| 1Y | +97.4% | -26.4% | +123.7% | +126.1% |
| 3Y | +21.1% | +55.4% | -34.2% | -14.6% |
| 5Y | +22.5% | +9.8% | +12.6% | +1.3% |
| 10Y | +657.6% | +341.4% | +316.2% | +241.7% |
| All | +657.6% | +345.5% | +312.1% | +241.7% |
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