+1,808.6%
STM vs EXC
+1,708.0%
+100.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.0% | +6.4% | +5.1% |
| 7D | -10.7% | -1.2% | -9.6% | -10.5% |
| 30D | -25.7% | +10.0% | -35.7% | -28.6% |
| 3M | -21.6% | +1.6% | -23.2% | -22.4% |
| 6M | -27.8% | +3.3% | -31.1% | -29.6% |
| YTD | +61.8% | +7.6% | +54.2% | +54.4% |
| 1Y | +78.1% | +3.5% | +74.6% | +72.2% |
| 3Y | +4.9% | +27.7% | -22.8% | -8.9% |
| 5Y | -14.3% | +41.1% | -55.4% | -29.1% |
| 10Y | +414.1% | +178.2% | +235.9% | +223.5% |
| All | +1,808.6% | +1,708.0% | +100.6% | +843.2% |
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