+99.6%
STM vs FIVE
+66.7%
+32.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.1% | -3.2% | +0.1% |
| 7D | +5.8% | +4.3% | +1.5% | +4.3% |
| 30D | -1.0% | +12.5% | -13.5% | -5.5% |
| 3M | -33.3% | +31.2% | -64.5% | -39.4% |
| 6M | +57.4% | +14.4% | +43.0% | +47.8% |
| YTD | +102.2% | +33.9% | +68.3% | +76.6% |
| 1Y | +99.6% | +65.1% | +34.5% | +56.6% |
| All | +99.6% | +66.7% | +32.9% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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