+2,016.3%
STM vs EXC
+1,707.6%
+308.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.4% |
| 7D | +1.4% | -1.4% | +2.8% | +1.9% |
| 30D | -8.4% | +8.3% | -16.6% | -11.3% |
| 3M | -15.8% | +2.6% | -18.4% | -17.0% |
| 6M | -22.8% | +5.2% | -28.0% | -25.3% |
| YTD | +79.4% | +7.5% | +71.8% | +71.2% |
| 1Y | +97.0% | +3.2% | +93.8% | +90.7% |
| 3Y | +14.2% | +29.5% | -15.3% | -1.4% |
| 5Y | -4.5% | +39.7% | -44.1% | -20.6% |
| 10Y | +463.1% | +200.1% | +263.0% | +245.0% |
| All | +2,016.3% | +1,707.6% | +308.7% | +945.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling