+422.5%
STM vs D
+42.1%
+380.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.5% | +7.3% | +6.9% |
| 7D | -5.6% | +0.8% | -6.3% | -5.9% |
| 30D | -14.4% | +10.7% | -25.2% | -16.8% |
| 3M | -20.5% | +2.3% | -22.8% | -21.1% |
| 6M | -24.5% | +12.5% | -37.0% | -27.3% |
| YTD | +72.7% | +20.1% | +52.6% | +63.3% |
| 1Y | +91.0% | +15.6% | +75.5% | +82.2% |
| 3Y | +13.5% | +75.2% | -61.7% | -5.3% |
| 5Y | -9.2% | +14.6% | -23.8% | -14.7% |
| 10Y | +422.5% | +43.8% | +378.8% | +396.3% |
| All | +422.5% | +42.1% | +380.4% | +396.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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