-5.4%
STM vs ED
+82.8%
-88.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +16.3% | -1.7% | +18.0% | +16.1% |
| 30D | -6.3% | +10.7% | -17.0% | -5.4% |
| 3M | -14.1% | +11.6% | -25.7% | -13.2% |
| 6M | -19.6% | +13.5% | -33.1% | -19.0% |
| YTD | +80.1% | +23.1% | +57.0% | +80.1% |
| 1Y | +95.4% | +23.1% | +72.3% | +95.3% |
| 3Y | +14.7% | +47.9% | -33.2% | +5.8% |
| 5Y | -5.4% | +83.9% | -89.3% | -19.0% |
| All | -5.4% | +82.8% | -88.2% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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