+371.7%
STM vs LIN
+430.4%
-58.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -0.7% | -11.7% | -11.8% |
| 7D | -20.1% | +3.6% | -23.7% | -22.8% |
| 30D | -32.0% | +6.4% | -38.3% | -36.0% |
| 3M | -24.2% | +6.5% | -30.7% | -28.9% |
| 6M | -29.9% | +4.9% | -34.8% | -34.1% |
| YTD | +54.9% | +23.4% | +31.4% | +24.6% |
| 1Y | +68.0% | +26.3% | +41.7% | +31.9% |
| 3Y | -0.1% | +38.0% | -38.1% | -28.6% |
| 5Y | -17.9% | +68.0% | -85.9% | -51.6% |
| All | +371.7% | +430.4% | -58.7% | +10.5% |
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