+97.0%
STM vs EXEL
+70.6%
+26.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.5% |
| 7D | +1.4% | -2.8% | +4.3% | +2.1% |
| 30D | -8.4% | +18.2% | -26.5% | -10.6% |
| 3M | -15.8% | +37.7% | -53.5% | -20.4% |
| 6M | -22.8% | +42.2% | -65.1% | -28.5% |
| YTD | +79.4% | +61.3% | +18.1% | +56.7% |
| 1Y | +97.0% | +64.5% | +32.5% | +71.1% |
| All | +97.0% | +70.6% | +26.4% | +71.1% |
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 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