+19.0%
STM vs EXE
+163.8%
-144.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.3% |
| 7D | +1.4% | +1.5% | -0.1% | +1.2% |
| 30D | -8.4% | -0.2% | -8.2% | -8.3% |
| 3M | -15.8% | -9.2% | -6.6% | -14.4% |
| 6M | -22.8% | -7.2% | -15.6% | -22.1% |
| YTD | +79.4% | -18.3% | +97.6% | +84.5% |
| 1Y | +97.0% | -23.6% | +120.6% | +105.6% |
| 3Y | +14.2% | +21.9% | -7.7% | +6.8% |
| 5Y | -4.5% | +73.7% | -78.1% | -13.3% |
| All | +19.0% | +163.8% | -144.7% | -0.2% |
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