+95.4%
STM vs EXEL
+62.5%
+32.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.7% |
| 7D | +16.3% | +1.6% | +14.7% | +15.9% |
| 30D | -6.3% | +17.4% | -23.6% | -8.4% |
| 3M | -14.1% | +38.6% | -52.7% | -18.9% |
| 6M | -19.6% | +41.2% | -60.8% | -25.4% |
| YTD | +80.1% | +59.3% | +20.8% | +57.8% |
| 1Y | +95.4% | +60.2% | +35.1% | +71.0% |
| All | +95.4% | +62.5% | +32.9% | +71.0% |
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