+661.5%
STM vs EXC
+152.8%
+508.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +2.9% | +2.3% |
| 7D | +5.8% | +0.3% | +5.5% | +5.7% |
| 30D | -1.0% | -3.7% | +2.7% | +0.4% |
| 3M | -33.3% | -1.3% | -32.0% | -33.7% |
| 6M | +57.4% | -9.7% | +67.1% | +62.1% |
| YTD | +102.2% | +2.9% | +99.3% | +95.8% |
| 1Y | +99.6% | +4.4% | +95.2% | +91.4% |
| 3Y | +14.5% | +22.2% | -7.7% | -1.8% |
| 5Y | +21.4% | +46.7% | -25.3% | -7.8% |
| All | +661.5% | +152.8% | +508.7% | +357.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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