+422.5%
STM vs IT
+96.9%
+325.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.5% | +6.3% | +6.6% |
| 7D | -5.6% | -18.8% | +13.2% | +0.9% |
| 30D | -14.4% | -0.1% | -14.4% | -15.7% |
| 3M | -20.5% | +2.9% | -23.4% | -24.0% |
| 6M | -24.5% | +20.4% | -44.9% | -35.9% |
| YTD | +72.7% | -24.3% | +97.0% | +80.3% |
| 1Y | +91.0% | -17.2% | +108.2% | +89.4% |
| 3Y | +13.5% | -52.4% | +65.9% | +47.2% |
| 5Y | -9.2% | -43.7% | +34.5% | +4.3% |
| 10Y | +422.5% | +90.3% | +332.2% | +202.6% |
| All | +422.5% | +96.9% | +325.6% | +202.6% |
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