+21.0%
STM vs COMP
-31.2%
+52.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.3% | +1.8% |
| 7D | +5.8% | +1.4% | +4.4% | +5.5% |
| 30D | -1.0% | -13.3% | +12.3% | +1.4% |
| 3M | -33.3% | +41.1% | -74.4% | -37.7% |
| 6M | +57.4% | +17.2% | +40.2% | +50.1% |
| YTD | +102.2% | +5.2% | +97.0% | +95.2% |
| 1Y | +99.6% | +18.9% | +80.7% | +86.8% |
| 3Y | +14.5% | +215.9% | -201.4% | -16.1% |
| All | +21.0% | -31.2% | +52.2% | +4.7% |
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