-25.7%
STM vs IAU
-12.6%
-13.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.8% | +4.9% | +4.9% |
| 7D | -5.6% | +4.9% | -10.5% | -10.4% |
| 30D | -14.4% | -1.4% | -13.1% | -12.7% |
| 3M | -20.5% | -4.8% | -15.7% | -16.6% |
| All | -25.7% | -12.6% | -13.1% | +0.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling