+2,217.2%
STM vs EQT
+2,624.9%
-407.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.7% |
| 7D | -1.1% | -1.2% | +0.1% | -0.7% |
| 30D | -7.8% | +1.1% | -8.9% | -8.2% |
| 3M | -28.2% | +4.8% | -33.0% | -29.5% |
| 6M | +52.0% | -10.6% | +62.6% | +55.8% |
| YTD | +96.4% | +3.4% | +92.9% | +92.0% |
| 1Y | +98.8% | +8.7% | +90.2% | +91.0% |
| 3Y | +18.3% | +35.0% | -16.7% | +3.1% |
| 5Y | +17.7% | +204.2% | -186.5% | -26.1% |
| 10Y | +652.5% | +52.5% | +600.0% | +392.6% |
| All | +2,217.2% | +2,624.9% | -407.6% | +354.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling