+21.0%
STM vs EXE
+109.5%
-88.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.0% | +2.1% |
| 7D | +5.8% | -0.3% | +6.0% | +5.8% |
| 30D | -1.0% | +8.5% | -9.5% | -2.6% |
| 3M | -33.3% | +5.5% | -38.7% | -34.0% |
| 6M | +57.4% | -5.9% | +63.3% | +58.7% |
| YTD | +102.2% | -9.7% | +111.9% | +104.6% |
| 1Y | +99.6% | +3.6% | +96.0% | +95.2% |
| 3Y | +14.5% | +18.0% | -3.5% | +7.5% |
| All | +21.0% | +109.5% | -88.5% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling