+1,945.0%
STM vs CLX
+1,628.6%
+316.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.7% | +0.1% |
| 7D | -7.9% | +13.6% | -21.6% | -11.2% |
| 30D | -14.1% | +29.1% | -43.2% | -20.2% |
| 3M | -17.6% | +1.6% | -19.2% | -18.4% |
| 6M | -24.2% | +18.7% | -43.0% | -28.8% |
| YTD | +73.3% | +11.1% | +62.2% | +65.3% |
| 1Y | +90.1% | +7.0% | +83.1% | +83.1% |
| 3Y | +10.3% | -10.0% | +20.3% | +9.9% |
| 5Y | -5.7% | -22.6% | +16.9% | -4.3% |
| 10Y | +444.1% | +29.3% | +414.7% | +333.4% |
| All | +1,945.0% | +1,628.6% | +316.4% | +566.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 all: compounded portfolio wealth divided by compounded CLX 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…
all analysis · Full analysis span regression · 6 months rolling