+465.1%
STM vs CI
+146.2%
+318.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.3% | +0.5% |
| 7D | +12.0% | +1.2% | +10.8% | +11.6% |
| 30D | -0.4% | +2.6% | -2.9% | -1.6% |
| 3M | -13.2% | +7.4% | -20.6% | -15.9% |
| 6M | -26.1% | -0.1% | -26.0% | -27.2% |
| YTD | +81.2% | +9.7% | +71.4% | +72.3% |
| 1Y | +98.3% | +12.1% | +86.2% | +87.0% |
| 3Y | +16.7% | +7.0% | +9.7% | +6.6% |
| 5Y | -4.8% | +49.7% | -54.5% | -27.3% |
| All | +465.1% | +146.2% | +318.9% | +227.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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