+392.6%
STM vs LIN
+424.3%
-31.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.1% | +5.6% | +5.4% |
| 7D | -10.7% | +0.2% | -10.9% | -11.1% |
| 30D | -25.7% | +6.5% | -32.2% | -30.3% |
| 3M | -21.6% | +5.5% | -27.0% | -25.8% |
| 6M | -27.8% | +3.3% | -31.1% | -31.3% |
| YTD | +61.8% | +22.0% | +39.7% | +31.3% |
| 1Y | +78.1% | +25.7% | +52.4% | +40.3% |
| 3Y | +4.9% | +36.2% | -31.3% | -24.2% |
| 5Y | -14.3% | +66.1% | -80.3% | -49.0% |
| All | +392.6% | +424.3% | -31.7% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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