-15.7%
STM vs EXEL
+260.1%
-275.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.3% | +3.2% | +4.2% |
| 7D | -10.7% | +0.3% | -11.0% | -10.6% |
| 30D | -25.7% | +19.0% | -44.8% | -28.2% |
| 3M | -21.6% | +33.3% | -54.8% | -25.9% |
| 6M | -27.8% | +42.9% | -70.7% | -33.1% |
| YTD | +61.8% | +58.7% | +3.0% | +46.1% |
| 1Y | +78.1% | +70.5% | +7.6% | +58.4% |
| 3Y | +4.9% | +233.8% | -228.9% | -24.5% |
| All | -15.7% | +260.1% | -275.8% | -45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling