+465.1%
STM vs IAU
+210.9%
+254.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | +12.0% | -4.6% | +16.6% | +14.0% |
| 30D | -0.4% | -5.4% | +5.1% | +1.7% |
| 3M | -13.2% | -10.9% | -2.3% | -9.4% |
| 6M | -26.1% | -17.4% | -8.7% | -20.9% |
| YTD | +81.2% | -10.2% | +91.4% | +89.3% |
| 1Y | +98.3% | -7.1% | +105.4% | +105.1% |
| 3Y | +16.7% | +97.7% | -81.0% | -4.5% |
| 5Y | -4.8% | +105.3% | -110.1% | -24.7% |
| All | +465.1% | +210.9% | +254.1% | +348.7% |
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