+422.5%
STM vs EL
+63.1%
+359.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.8% | +3.9% | +5.5% |
| 7D | -5.6% | +8.0% | -13.6% | -8.8% |
| 30D | -14.4% | +15.4% | -29.9% | -20.2% |
| 3M | -20.5% | +28.5% | -49.0% | -30.4% |
| 6M | -24.5% | +32.2% | -56.7% | -35.6% |
| YTD | +72.7% | +9.2% | +63.5% | +57.0% |
| 1Y | +91.0% | +30.8% | +60.2% | +58.1% |
| 3Y | +13.5% | +3.7% | +9.8% | -4.9% |
| 5Y | -9.2% | -64.8% | +55.6% | +40.8% |
| 10Y | +422.5% | +60.0% | +362.5% | +323.0% |
| All | +422.5% | +63.1% | +359.5% | +323.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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