+14.6%
STM vs EXE
+155.8%
-141.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.6% | +5.2% | +6.5% |
| 7D | -5.6% | -3.9% | -1.7% | -4.8% |
| 30D | -14.4% | -2.6% | -11.9% | -14.0% |
| 3M | -20.5% | -6.9% | -13.6% | -19.6% |
| 6M | -24.5% | -9.3% | -15.2% | -23.5% |
| YTD | +72.7% | -20.7% | +93.4% | +78.6% |
| 1Y | +91.0% | -21.8% | +112.9% | +98.1% |
| 3Y | +13.5% | +16.2% | -2.7% | +7.1% |
| 5Y | -9.2% | +61.1% | -70.3% | -16.6% |
| All | +14.6% | +155.8% | -141.2% | -3.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling