+78.1%
STM vs EXC
+2.5%
+75.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.0% | +6.4% | +3.2% |
| 7D | -10.7% | -1.2% | -9.6% | -11.2% |
| 30D | -25.7% | +10.0% | -35.7% | -21.1% |
| 3M | -21.6% | +1.6% | -23.2% | -20.7% |
| 6M | -27.8% | +3.3% | -31.1% | -26.6% |
| YTD | +61.8% | +7.6% | +54.2% | +69.1% |
| 1Y | +78.1% | +3.5% | +74.6% | +84.1% |
| All | +78.1% | +2.5% | +75.6% | +84.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling