+32.4%
STM vs EXE
+187.5%
-155.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.5% |
| 7D | +1.7% | -2.7% | +4.4% | +2.1% |
| 30D | -5.2% | -0.4% | -4.8% | -5.1% |
| 3M | -29.6% | +9.5% | -39.1% | -30.9% |
| 6M | +54.4% | -9.3% | +63.7% | +56.7% |
| YTD | +99.5% | -10.9% | +110.4% | +102.3% |
| 1Y | +100.8% | +4.3% | +96.5% | +96.1% |
| 3Y | +20.2% | +18.8% | +1.4% | +13.1% |
| 5Y | +21.1% | +101.4% | -80.3% | +7.6% |
| All | +32.4% | +187.5% | -155.1% | +9.4% |
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