+10.9%
STM vs COMP
-52.0%
+62.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +10.7% | -6.3% | +2.5% |
| 7D | -10.7% | +13.4% | -24.2% | -12.8% |
| 30D | -25.7% | +11.1% | -36.8% | -27.3% |
| 3M | -21.6% | -18.8% | -2.7% | -19.1% |
| 6M | -27.8% | +10.5% | -38.3% | -30.0% |
| YTD | +61.8% | -3.4% | +65.2% | +57.9% |
| 1Y | +78.1% | +19.7% | +58.4% | +66.9% |
| 3Y | +4.9% | +381.6% | -376.7% | -28.4% |
| 5Y | -14.3% | -17.6% | +3.3% | -29.4% |
| All | +10.9% | -52.0% | +62.9% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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