+15.6%
STM vs GEN
+69.2%
-53.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.1% | +1.4% | +2.9% |
| 7D | +1.4% | -0.8% | +2.3% | +1.7% |
| 30D | -8.4% | +31.2% | -39.6% | -16.2% |
| 3M | -15.8% | +6.1% | -21.9% | -18.2% |
| 6M | -22.8% | +38.1% | -60.9% | -34.2% |
| YTD | +79.4% | +14.4% | +65.0% | +68.8% |
| 1Y | +97.0% | +15.1% | +81.8% | +84.5% |
| All | +15.6% | +69.2% | -53.7% | -14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling