+97.4%
STM vs EXE
+3.8%
+93.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | +5.2% | -1.8% | +7.0% | +5.0% |
| 30D | -7.4% | +6.4% | -13.8% | -6.9% |
| 3M | -30.6% | +9.2% | -39.9% | -30.0% |
| 6M | +66.4% | -7.0% | +73.4% | +67.1% |
| YTD | +101.1% | -9.5% | +110.6% | +102.6% |
| 1Y | +97.4% | +6.2% | +91.1% | +106.8% |
| All | +97.4% | +3.8% | +93.6% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded EXE 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling