+21.0%
STM vs CG
+10.1%
+10.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.7% |
| 7D | +5.8% | -4.3% | +10.1% | +8.2% |
| 30D | -1.0% | -5.1% | +4.1% | +1.2% |
| 3M | -33.3% | +8.7% | -41.9% | -36.9% |
| 6M | +57.4% | -9.2% | +66.6% | +63.0% |
| YTD | +102.2% | -18.9% | +121.1% | +120.7% |
| 1Y | +99.6% | -25.6% | +125.2% | +127.2% |
| 3Y | +14.5% | +57.3% | -42.8% | -21.0% |
| All | +21.0% | +10.1% | +10.9% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling