+657.6%
STM vs IAU
+216.4%
+441.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.1% |
| 7D | +5.2% | +0.7% | +4.5% | +4.9% |
| 30D | -7.4% | +0.3% | -7.7% | -7.5% |
| 3M | -30.6% | +0.7% | -31.3% | -30.8% |
| 6M | +66.4% | -15.5% | +81.9% | +74.9% |
| YTD | +101.1% | +1.0% | +100.2% | +101.2% |
| 1Y | +97.4% | +19.6% | +77.8% | +88.1% |
| 3Y | +21.1% | +125.4% | -104.3% | -5.2% |
| 5Y | +22.5% | +140.7% | -118.3% | -7.9% |
| 10Y | +657.6% | +218.1% | +439.5% | +483.9% |
| All | +657.6% | +216.4% | +441.2% | +483.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 10y: compounded portfolio wealth divided by compounded IAU 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…
10y analysis · Full analysis span regression · 6 months rolling