+89.4%
STM vs EXEL
+74.8%
+14.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.1% | +3.6% | +6.1% |
| 7D | -5.6% | +2.3% | -7.9% | -5.7% |
| 30D | -14.4% | +19.8% | -34.3% | -16.7% |
| 3M | -20.5% | +32.7% | -53.1% | -24.1% |
| 6M | -24.5% | +49.0% | -73.5% | -30.8% |
| YTD | +72.7% | +63.7% | +9.0% | +51.2% |
| All | +89.4% | +74.8% | +14.6% | +62.9% |
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