+656.4%
STM vs IT
+91.9%
+564.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.2% |
| 7D | +1.7% | -9.1% | +10.8% | +5.1% |
| 30D | -5.2% | -12.2% | +7.0% | -1.1% |
| 3M | -29.6% | +7.8% | -37.4% | -34.9% |
| 6M | +54.4% | +2.0% | +52.4% | +41.9% |
| YTD | +99.5% | -32.7% | +132.3% | +123.3% |
| 1Y | +100.8% | -31.1% | +131.9% | +119.9% |
| 3Y | +20.2% | -52.1% | +72.2% | +53.7% |
| 5Y | +21.1% | -46.3% | +67.4% | +43.2% |
| All | +656.4% | +91.9% | +564.6% | +393.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling