+433.4%
STM vs IAU
+875.8%
-442.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.0% |
| 7D | +5.8% | -0.5% | +6.3% | +5.9% |
| 30D | -1.0% | +4.4% | -5.4% | -1.9% |
| 3M | -33.3% | -1.1% | -32.2% | -33.1% |
| 6M | +57.4% | -13.7% | +71.1% | +61.6% |
| YTD | +102.2% | +2.7% | +99.5% | +101.7% |
| 1Y | +99.6% | +24.6% | +75.0% | +92.9% |
| 3Y | +14.5% | +126.8% | -112.3% | +0.3% |
| 5Y | +21.4% | +139.5% | -118.1% | +5.0% |
| 10Y | +695.0% | +226.3% | +468.7% | +564.0% |
| All | +433.4% | +875.8% | -442.4% | +261.0% |
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