+644.6%
STM vs IT
+92.9%
+551.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.8% |
| 7D | -1.1% | -12.7% | +11.7% | +3.9% |
| 30D | -7.8% | -8.9% | +1.1% | -5.2% |
| 3M | -28.2% | +10.1% | -38.3% | -34.2% |
| 6M | +52.0% | +7.3% | +44.7% | +36.3% |
| YTD | +96.4% | -32.4% | +128.8% | +119.3% |
| 1Y | +98.8% | -26.6% | +125.5% | +110.7% |
| 3Y | +18.3% | -51.8% | +70.1% | +51.0% |
| 5Y | +17.7% | -45.6% | +63.3% | +38.3% |
| All | +644.6% | +92.9% | +551.6% | +384.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded IT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling