+99.6%
STM vs LYB
+25.6%
+74.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +1.8% |
| 7D | +5.8% | -0.2% | +6.0% | +5.8% |
| 30D | -1.0% | +8.7% | -9.7% | -0.6% |
| 3M | -33.3% | -3.0% | -30.2% | -32.8% |
| 6M | +57.4% | +4.7% | +52.6% | +51.1% |
| YTD | +102.2% | +51.6% | +50.6% | +83.8% |
| 1Y | +99.6% | +24.4% | +75.2% | +82.2% |
| All | +99.6% | +25.6% | +74.0% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 1y: compounded portfolio wealth divided by compounded LYB 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…
1y analysis · Full analysis span regression · 6 months rolling