+19.6%
STM vs LYB
-22.2%
+41.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +1.7% | -3.1% | +4.8% | +2.8% |
| 30D | -5.2% | +4.0% | -9.2% | -6.7% |
| 3M | -29.6% | +2.4% | -32.0% | -30.8% |
| 6M | +54.4% | -1.4% | +55.8% | +46.8% |
| YTD | +99.5% | +53.9% | +45.6% | +41.7% |
| 1Y | +100.8% | +26.1% | +74.7% | +61.5% |
| All | +19.6% | -22.2% | +41.7% | +24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling