+461.8%
STM vs IAU
+210.5%
+251.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.2% | +1.5% |
| 7D | +16.3% | -5.5% | +21.8% | +18.7% |
| 30D | -6.3% | -7.0% | +0.7% | -3.7% |
| 3M | -14.1% | -12.3% | -1.8% | -9.8% |
| 6M | -19.6% | -17.9% | -1.6% | -13.7% |
| YTD | +80.1% | -10.3% | +90.5% | +88.3% |
| 1Y | +95.4% | -7.9% | +103.3% | +102.6% |
| 3Y | +14.7% | +98.7% | -84.0% | -6.3% |
| 5Y | -5.4% | +105.0% | -110.4% | -25.1% |
| All | +461.8% | +210.5% | +251.3% | +346.3% |
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