+96.5%
STM vs GLXY
-57.6%
+154.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -17.0% | +10.9% | -1.2% |
| 7D | -6.0% | -26.8% | +20.8% | +2.0% |
| 30D | -20.9% | -38.3% | +17.4% | -10.5% |
| 3M | -15.8% | -36.9% | +21.2% | -6.4% |
| 6M | -17.0% | -52.1% | +35.1% | -2.3% |
| YTD | +76.8% | -37.5% | +114.3% | +91.9% |
| 1Y | +96.5% | -55.2% | +151.7% | +126.7% |
| All | +96.5% | -57.6% | +154.1% | +126.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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