+15.7%
STM vs GEN
+58.9%
-43.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.0% | +2.7% |
| 7D | +5.8% | -1.2% | +7.0% | +6.2% |
| 30D | -1.0% | +10.1% | -11.1% | -4.9% |
| 3M | -33.3% | +16.1% | -49.3% | -37.6% |
| 6M | +57.4% | +38.9% | +18.5% | +33.8% |
| YTD | +102.2% | +14.4% | +87.8% | +90.3% |
| 1Y | +99.6% | +5.9% | +93.7% | +96.1% |
| All | +15.7% | +58.9% | -43.2% | -10.5% |
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