+0.4%
STM vs FIVE
+35.4%
-34.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -4.3% | -8.1% | -11.1% |
| 7D | -20.1% | -1.7% | -18.4% | -19.7% |
| 30D | -32.0% | +14.9% | -46.9% | -34.8% |
| 3M | -24.2% | +7.6% | -31.8% | -26.3% |
| 6M | -29.9% | +6.4% | -36.3% | -32.1% |
| YTD | +54.9% | +28.1% | +26.8% | +41.3% |
| 1Y | +68.0% | +54.7% | +13.3% | +44.5% |
| All | +0.4% | +35.4% | -34.9% | -23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling