-4.6%
STM vs EXE
+76.7%
-81.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.3% | +0.4% |
| 7D | +12.0% | +5.3% | +6.7% | +10.9% |
| 30D | -0.4% | -2.2% | +1.8% | +0.1% |
| 3M | -13.2% | -5.9% | -7.3% | -12.3% |
| 6M | -26.1% | -5.7% | -20.4% | -25.5% |
| YTD | +81.2% | -17.8% | +99.0% | +86.5% |
| 1Y | +98.3% | -23.1% | +121.4% | +107.3% |
| 3Y | +16.7% | +21.2% | -4.5% | +8.5% |
| All | -4.6% | +76.7% | -81.3% | -11.2% |
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 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