-4.6%
STM vs EL
-65.2%
+60.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.2% |
| 7D | +12.0% | +1.5% | +10.5% | +11.4% |
| 30D | -0.4% | +10.0% | -10.4% | -4.2% |
| 3M | -13.2% | +28.4% | -41.6% | -22.2% |
| 6M | -26.1% | +37.1% | -63.1% | -35.9% |
| YTD | +81.2% | +7.8% | +73.4% | +68.7% |
| 1Y | +98.3% | +26.0% | +72.3% | +72.1% |
| 3Y | +16.7% | +3.8% | +12.9% | -1.0% |
| All | -4.6% | -65.2% | +60.7% | +47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling