+6.2%
STM vs COMP
-56.6%
+62.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -8.2% | -4.2% | -10.9% |
| 7D | -20.1% | -1.8% | -18.3% | -19.8% |
| 30D | -32.0% | -0.8% | -31.2% | -32.0% |
| 3M | -24.2% | -28.1% | +4.0% | -20.0% |
| 6M | -29.9% | +27.0% | -56.9% | -34.1% |
| YTD | +54.9% | -12.8% | +67.7% | +54.1% |
| 1Y | +68.0% | +4.9% | +63.1% | +61.3% |
| 3Y | -0.1% | +321.0% | -321.1% | -30.2% |
| 5Y | -17.9% | -25.6% | +7.7% | -31.1% |
| All | +6.2% | -56.6% | +62.8% | -10.4% |
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