-5.7%
STM vs COMP
-18.6%
+12.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.4% | +7.8% | +1.7% |
| 7D | -7.9% | +7.2% | -15.1% | -9.1% |
| 30D | -14.1% | +6.4% | -20.5% | -15.3% |
| 3M | -17.6% | -19.4% | +1.8% | -14.9% |
| 6M | -24.2% | +14.6% | -38.8% | -27.1% |
| YTD | +73.3% | -5.5% | +78.8% | +69.7% |
| 1Y | +90.1% | +13.7% | +76.4% | +79.5% |
| 3Y | +10.3% | +409.7% | -399.3% | -26.4% |
| 5Y | -5.7% | -17.0% | +11.3% | -22.4% |
| All | -5.7% | -18.6% | +12.9% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling