-4.6%
STM vs EQT
+164.3%
-168.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.4% |
| 7D | +12.0% | +6.9% | +5.1% | +10.6% |
| 30D | -0.4% | +0.4% | -0.8% | -0.5% |
| 3M | -13.2% | -2.0% | -11.1% | -13.0% |
| 6M | -26.1% | -5.0% | -21.1% | -25.7% |
| YTD | +81.2% | -0.3% | +81.5% | +79.5% |
| 1Y | +98.3% | -11.3% | +109.6% | +101.4% |
| 3Y | +16.7% | +38.3% | -21.6% | +5.5% |
| All | -4.6% | +164.3% | -168.8% | -21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling