+1,945.0%
STM vs ED
+1,961.5%
-16.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.1% |
| 7D | -7.9% | +2.1% | -10.0% | -8.6% |
| 30D | -14.1% | +12.4% | -26.6% | -17.5% |
| 3M | -17.6% | +13.1% | -30.7% | -21.1% |
| 6M | -24.2% | +14.1% | -38.3% | -28.2% |
| YTD | +73.3% | +23.1% | +50.3% | +59.7% |
| 1Y | +90.1% | +25.4% | +64.7% | +73.7% |
| 3Y | +10.3% | +47.9% | -37.5% | -7.3% |
| 5Y | -5.7% | +81.9% | -87.6% | -27.3% |
| 10Y | +444.1% | +141.3% | +302.8% | +258.2% |
| All | +1,945.0% | +1,961.5% | -16.5% | +708.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling