+89.4%
STM vs GEN
+17.6%
+71.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | 0.0% | +6.7% | +6.8% |
| 7D | -5.6% | -0.3% | -5.3% | -5.6% |
| 30D | -14.4% | +28.2% | -42.6% | -15.2% |
| 3M | -20.5% | +2.6% | -23.1% | -20.5% |
| 6M | -24.5% | +32.7% | -57.2% | -28.2% |
| YTD | +72.7% | +11.3% | +61.4% | +76.7% |
| All | +89.4% | +17.6% | +71.8% | +87.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling