+392.6%
STM vs EW
+236.3%
+156.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.3% | +3.1% | +3.8% |
| 7D | -10.7% | +11.0% | -21.7% | -15.3% |
| 30D | -25.7% | +19.1% | -44.8% | -31.8% |
| 3M | -21.6% | +14.4% | -35.9% | -26.9% |
| 6M | -27.8% | +22.8% | -50.6% | -35.4% |
| YTD | +61.8% | +19.8% | +41.9% | +46.0% |
| 1Y | +78.1% | +23.9% | +54.2% | +58.0% |
| 3Y | +4.9% | +52.2% | -47.3% | -19.8% |
| 5Y | -14.3% | -13.9% | -0.3% | -14.8% |
| All | +392.6% | +236.3% | +156.3% | +196.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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