+459.4%
STM vs FIVE
+514.1%
-54.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +3.9% |
| 7D | +1.4% | -0.5% | +2.0% | +1.8% |
| 30D | -8.4% | +17.4% | -25.8% | -13.7% |
| 3M | -15.8% | +7.0% | -22.8% | -18.6% |
| 6M | -22.8% | +20.5% | -43.3% | -29.0% |
| YTD | +79.4% | +33.1% | +46.2% | +57.8% |
| 1Y | +97.0% | +67.1% | +29.9% | +58.9% |
| 3Y | +14.2% | +41.9% | -27.7% | -10.3% |
| 5Y | -4.5% | +21.1% | -25.5% | -23.5% |
| All | +459.4% | +514.1% | -54.7% | +203.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling