-40.5%
STM vs INIO
-54.6%
+14.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +8.3% | -1.5% | +3.1% |
| 7D | -5.6% | -9.1% | +3.6% | -2.7% |
| 30D | -14.4% | -24.7% | +10.2% | -5.1% |
| 3M | -20.5% | -45.5% | +25.0% | +1.4% |
| All | -40.5% | -54.6% | +14.2% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INIO.
Daily Out/Under-Performance
Portfolio return minus INIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INIO 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 INIO 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 · Available span rolling