+4.9%
STM vs EL
+3.8%
+1.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.2% | +2.2% | +3.8% |
| 7D | -10.7% | +0.8% | -11.5% | -11.0% |
| 30D | -25.7% | +16.5% | -42.3% | -29.4% |
| 3M | -21.6% | +29.2% | -50.7% | -28.2% |
| 6M | -27.8% | +27.9% | -55.7% | -34.2% |
| YTD | +61.8% | +6.2% | +55.6% | +53.8% |
| 1Y | +78.1% | +27.2% | +50.9% | +58.1% |
| 3Y | +4.9% | +3.2% | +1.7% | -13.8% |
| All | +4.9% | +3.8% | +1.1% | -13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling