+96.5%
STM vs EXEL
+92.4%
+4.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.6% | -6.7% | -6.1% |
| 7D | -6.0% | +9.8% | -15.8% | -7.3% |
| 30D | -20.9% | +23.6% | -44.6% | -23.7% |
| 3M | -15.8% | +29.9% | -45.7% | -19.6% |
| 6M | -17.0% | +64.7% | -81.8% | -26.1% |
| YTD | +76.8% | +66.0% | +10.8% | +54.4% |
| 1Y | +96.5% | +92.0% | +4.5% | +61.9% |
| All | +96.5% | +92.4% | +4.1% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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