+664.5%
STM vs EXEL
+378.5%
+286.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -1.1% |
| 7D | +1.7% | -0.3% | +2.0% | +1.7% |
| 30D | -5.2% | +10.1% | -15.3% | -7.3% |
| 3M | -29.6% | +10.1% | -39.7% | -31.4% |
| 6M | +54.4% | +37.7% | +16.7% | +42.3% |
| YTD | +99.5% | +33.1% | +66.4% | +85.1% |
| 1Y | +100.8% | +52.4% | +48.4% | +79.2% |
| 3Y | +20.2% | +163.8% | -143.7% | -9.3% |
| 5Y | +21.1% | +198.5% | -177.4% | -13.2% |
| 10Y | +664.5% | +386.9% | +277.6% | +410.1% |
| All | +664.5% | +378.5% | +286.0% | +410.1% |
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