-15.7%
STM vs EXC
+41.2%
-56.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.0% | +6.4% | +4.6% |
| 7D | -10.7% | -1.2% | -9.6% | -10.7% |
| 30D | -25.7% | +10.0% | -35.7% | -26.4% |
| 3M | -21.6% | +1.6% | -23.2% | -21.7% |
| 6M | -27.8% | +3.3% | -31.1% | -28.5% |
| YTD | +61.8% | +7.6% | +54.2% | +58.5% |
| 1Y | +78.1% | +3.5% | +74.6% | +75.8% |
| 3Y | +4.9% | +27.7% | -22.8% | -4.0% |
| All | -15.7% | +41.2% | -56.9% | -28.9% |
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