+50.6%
STM vs EXEL
+273.2%
-222.6%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +5.8% | +8.4% | -2.6% | +4.2% |
| 30D | -1.0% | +4.1% | -5.1% | -1.9% |
| 3M | -33.3% | +12.4% | -45.7% | -35.0% |
| 6M | +57.4% | +41.5% | +15.8% | +46.6% |
| YTD | +102.2% | +34.6% | +67.6% | +90.0% |
| 1Y | +99.6% | +57.9% | +41.7% | +80.9% |
| 3Y | +14.5% | +159.5% | -145.0% | -7.8% |
| 5Y | +21.4% | +198.5% | -177.1% | -6.0% |
| 10Y | +695.0% | +411.4% | +283.6% | +417.4% |
| All | +50.6% | +273.2% | -222.6% | -43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling