+15.7%
STM vs FIVE
+50.0%
-34.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.1% | -3.2% | +0.3% |
| 7D | +5.8% | +4.3% | +1.5% | +4.4% |
| 30D | -1.0% | +12.5% | -13.5% | -4.8% |
| 3M | -33.3% | +31.2% | -64.5% | -38.8% |
| 6M | +57.4% | +14.4% | +43.0% | +49.2% |
| YTD | +102.2% | +33.9% | +68.3% | +82.6% |
| 1Y | +99.6% | +65.1% | +34.5% | +68.4% |
| All | +15.7% | +50.0% | -34.3% | -15.0% |
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