+678.9%
STM vs D
+35.0%
+643.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +5.8% | +1.5% | +4.3% | +5.4% |
| 30D | -1.0% | -2.6% | +1.6% | -0.3% |
| 3M | -33.3% | 0.0% | -33.3% | -33.5% |
| 6M | +57.4% | +7.4% | +50.0% | +53.7% |
| YTD | +102.2% | +15.9% | +86.3% | +93.4% |
| 1Y | +99.6% | +18.1% | +81.5% | +89.5% |
| 3Y | +14.5% | +58.4% | -43.9% | -1.8% |
| 5Y | +21.4% | +5.2% | +16.2% | +17.1% |
| All | +678.9% | +35.0% | +643.9% | +636.9% |
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