+887.6%
STM vs EL
+1,792.3%
-904.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.2% | +2.2% | +3.4% |
| 7D | -10.7% | +0.8% | -11.5% | -11.2% |
| 30D | -25.7% | +16.5% | -42.3% | -31.1% |
| 3M | -21.6% | +29.2% | -50.7% | -31.5% |
| 6M | -27.8% | +27.9% | -55.7% | -37.4% |
| YTD | +61.8% | +6.2% | +55.6% | +48.8% |
| 1Y | +78.1% | +27.2% | +50.9% | +50.2% |
| 3Y | +4.9% | +3.2% | +1.7% | -10.3% |
| 5Y | -14.3% | -66.0% | +51.7% | +21.4% |
| 10Y | +414.1% | +58.3% | +355.7% | +253.9% |
| All | +887.6% | +1,792.3% | -904.7% | +162.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling