+463.1%
STM vs EXEL
+354.7%
+108.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.4% |
| 7D | +1.4% | -2.8% | +4.3% | +2.3% |
| 30D | -8.4% | +18.2% | -26.5% | -12.0% |
| 3M | -15.8% | +37.7% | -53.5% | -22.2% |
| 6M | -22.8% | +42.2% | -65.1% | -29.6% |
| YTD | +79.4% | +61.3% | +18.1% | +58.0% |
| 1Y | +97.0% | +64.5% | +32.5% | +72.5% |
| 3Y | +14.2% | +236.7% | -222.5% | -20.5% |
| 5Y | -4.5% | +296.3% | -300.8% | -37.6% |
| 10Y | +463.1% | +331.1% | +132.0% | +235.8% |
| All | +463.1% | +354.7% | +108.4% | +235.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling