+373.1%
STM vs IAU
+776.1%
-402.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +3.7% |
| 7D | +1.4% | -2.0% | +3.4% | +1.8% |
| 30D | -8.4% | -4.4% | -3.9% | -7.5% |
| 3M | -15.8% | -8.9% | -6.9% | -14.2% |
| 6M | -22.8% | -15.9% | -6.9% | -20.1% |
| YTD | +79.4% | -7.8% | +87.1% | +83.0% |
| 1Y | +97.0% | -3.8% | +100.7% | +99.5% |
| 3Y | +14.2% | +104.3% | -90.1% | +2.3% |
| 5Y | -4.5% | +111.2% | -115.7% | -15.3% |
| 10Y | +463.1% | +216.4% | +246.6% | +376.9% |
| All | +373.1% | +776.1% | -402.9% | +227.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling