-15.7%
STM vs IAU
+120.1%
-135.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.2% | +4.8% |
| 7D | -10.7% | +4.7% | -15.5% | -12.7% |
| 30D | -25.7% | -0.9% | -24.9% | -25.5% |
| 3M | -21.6% | -4.4% | -17.2% | -20.1% |
| 6M | -27.8% | -13.5% | -14.3% | -23.8% |
| YTD | +61.8% | -5.9% | +67.7% | +66.9% |
| 1Y | +78.1% | +1.9% | +76.2% | +79.9% |
| 3Y | +4.9% | +104.1% | -99.2% | -15.9% |
| All | -15.7% | +120.1% | -135.9% | -39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling