+678.9%
STM vs CP
+220.9%
+458.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.5% | +1.6% |
| 7D | +5.8% | -2.7% | +8.5% | +7.9% |
| 30D | -1.0% | +0.2% | -1.2% | -1.3% |
| 3M | -33.3% | +2.6% | -35.8% | -35.4% |
| 6M | +57.4% | +6.0% | +51.4% | +49.0% |
| YTD | +102.2% | +24.9% | +77.3% | +67.7% |
| 1Y | +99.6% | +20.1% | +79.5% | +70.6% |
| 3Y | +14.5% | +16.4% | -1.9% | -0.6% |
| 5Y | +21.4% | +31.7% | -10.4% | -6.7% |
| All | +678.9% | +220.9% | +458.0% | +210.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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