+655.9%
STM vs LYB
+48.3%
+607.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.5% | +2.0% |
| 7D | -1.4% | +0.3% | -1.7% | -1.5% |
| 30D | -4.9% | +2.5% | -7.4% | -6.3% |
| 3M | -34.0% | +1.4% | -35.4% | -35.2% |
| 6M | +51.8% | -3.5% | +55.3% | +46.7% |
| YTD | +99.4% | +52.0% | +47.4% | +47.8% |
| 1Y | +99.1% | +22.1% | +77.0% | +64.4% |
| 3Y | +19.5% | -22.8% | +42.2% | +26.8% |
| 5Y | +19.5% | -3.4% | +22.9% | +10.8% |
| All | +655.9% | +48.3% | +607.6% | +450.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling