+1,945.0%
STM vs GEN
+3,517.6%
-1,572.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.1% |
| 7D | -7.9% | +1.0% | -8.9% | -8.4% |
| 30D | -14.1% | +29.1% | -43.2% | -22.1% |
| 3M | -17.6% | +2.9% | -20.5% | -20.1% |
| 6M | -24.2% | +33.6% | -57.9% | -33.7% |
| YTD | +73.3% | +12.0% | +61.3% | +59.8% |
| 1Y | +90.1% | +16.2% | +73.9% | +73.0% |
| 3Y | +10.3% | +65.1% | -54.7% | -11.6% |
| 5Y | -5.7% | +33.3% | -39.0% | -20.5% |
| 10Y | +444.1% | +149.7% | +294.4% | +241.6% |
| All | +1,945.0% | +3,517.6% | -1,572.6% | +376.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling