+422.5%
STM vs GEN
+166.9%
+255.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | 0.0% | +6.7% | +6.7% |
| 7D | -5.6% | -0.3% | -5.3% | -5.6% |
| 30D | -14.4% | +28.2% | -42.6% | -21.8% |
| 3M | -20.5% | +2.6% | -23.1% | -22.5% |
| 6M | -24.5% | +32.7% | -57.2% | -33.8% |
| YTD | +72.7% | +11.3% | +61.4% | +60.4% |
| 1Y | +91.0% | +17.9% | +73.1% | +73.5% |
| 3Y | +13.5% | +66.3% | -52.8% | -8.7% |
| 5Y | -9.2% | +31.7% | -40.9% | -22.8% |
| 10Y | +422.5% | +150.0% | +272.5% | +222.4% |
| All | +422.5% | +166.9% | +255.7% | +222.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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