-4.6%
STM vs EXC
+41.3%
-45.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.5% |
| 7D | +12.0% | +1.4% | +10.6% | +11.9% |
| 30D | -0.4% | +8.6% | -8.9% | -1.1% |
| 3M | -13.2% | +2.4% | -15.6% | -13.4% |
| 6M | -26.1% | +6.5% | -32.5% | -27.0% |
| YTD | +81.2% | +9.0% | +72.1% | +77.4% |
| 1Y | +98.3% | +4.6% | +93.7% | +95.7% |
| 3Y | +16.7% | +33.5% | -16.8% | +5.0% |
| All | -4.6% | +41.3% | -45.8% | -19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling