+1,134.5%
STM vs EL
+1,685.7%
-551.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | +0.5% |
| 7D | +5.8% | +0.8% | +5.0% | +5.4% |
| 30D | -1.0% | +19.8% | -20.8% | -9.8% |
| 3M | -33.3% | +25.7% | -59.0% | -40.5% |
| 6M | +57.4% | +5.4% | +51.9% | +48.8% |
| YTD | +102.2% | +0.2% | +102.0% | +92.5% |
| 1Y | +99.6% | +20.4% | +79.2% | +72.8% |
| 3Y | +14.5% | -32.1% | +46.7% | +18.6% |
| 5Y | +21.4% | -67.2% | +88.6% | +75.7% |
| 10Y | +695.0% | +31.7% | +663.2% | +498.9% |
| All | +1,134.5% | +1,685.7% | -551.2% | +238.9% |
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