+16.7%
STM vs GEN
+67.9%
-51.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | -0.1% |
| 7D | +12.0% | +2.0% | +10.0% | +11.3% |
| 30D | -0.4% | +27.7% | -28.1% | -8.1% |
| 3M | -13.2% | +3.3% | -16.4% | -14.8% |
| 6M | -26.1% | +31.8% | -57.9% | -35.7% |
| YTD | +81.2% | +13.5% | +67.7% | +70.8% |
| 1Y | +98.3% | +16.0% | +82.3% | +84.4% |
| 3Y | +16.7% | +70.6% | -53.8% | -13.5% |
| All | +16.7% | +67.9% | -51.2% | -13.5% |
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