+95.4%
STM vs EXE
-24.6%
+119.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.4% | +0.4% |
| 7D | +16.3% | +2.9% | +13.4% | +16.6% |
| 30D | -6.3% | -4.9% | -1.3% | -7.0% |
| 3M | -14.1% | -8.3% | -5.8% | -15.0% |
| 6M | -19.6% | -7.8% | -11.7% | -20.1% |
| YTD | +80.1% | -19.0% | +99.2% | +79.3% |
| 1Y | +95.4% | -24.8% | +120.2% | +104.7% |
| All | +95.4% | -24.6% | +119.9% | +104.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling