+975.0%
STM vs FIVE
+826.1%
+148.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -4.3% | -8.1% | -11.0% |
| 7D | -20.1% | -1.7% | -18.4% | -19.7% |
| 30D | -32.0% | +14.9% | -46.9% | -35.0% |
| 3M | -24.2% | +7.6% | -31.8% | -26.5% |
| 6M | -29.9% | +6.4% | -36.3% | -32.3% |
| YTD | +54.9% | +28.1% | +26.8% | +40.5% |
| 1Y | +68.0% | +54.7% | +13.3% | +43.2% |
| 3Y | -0.1% | +36.1% | -36.2% | -17.8% |
| 5Y | -17.9% | +14.9% | -32.8% | -31.1% |
| 10Y | +392.2% | +578.8% | -186.6% | +168.6% |
| All | +975.0% | +826.1% | +148.8% | +438.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling