+644.6%
STM vs EQT
+52.9%
+591.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.7% |
| 7D | -1.1% | -1.2% | +0.1% | -0.9% |
| 30D | -7.8% | +1.1% | -8.9% | -8.0% |
| 3M | -28.2% | +4.8% | -33.0% | -28.9% |
| 6M | +52.0% | -10.6% | +62.6% | +54.0% |
| YTD | +96.4% | +3.4% | +92.9% | +94.3% |
| 1Y | +98.8% | +8.7% | +90.2% | +95.0% |
| 3Y | +18.3% | +35.0% | -16.7% | +10.8% |
| 5Y | +17.7% | +204.2% | -186.5% | -3.0% |
| All | +644.6% | +52.9% | +591.7% | +531.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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