+655.9%
STM vs INFY
+80.1%
+575.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INFY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | +0.1% | +0.8% |
| 7D | -1.4% | -5.4% | +4.0% | +1.2% |
| 30D | -4.9% | -9.9% | +4.9% | -0.5% |
| 3M | -34.0% | -4.6% | -29.4% | -34.6% |
| 6M | +51.8% | -18.5% | +70.3% | +61.1% |
| YTD | +99.4% | -36.5% | +135.9% | +140.8% |
| 1Y | +99.1% | -32.8% | +131.8% | +129.6% |
| 3Y | +19.5% | -32.2% | +51.7% | +34.8% |
| 5Y | +19.5% | -44.7% | +64.2% | +51.1% |
| All | +655.9% | +80.1% | +575.8% | +401.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INFY.
Daily Out/Under-Performance
Portfolio return minus INFY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INFY 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 INFY 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