+17.7%
STM vs LYB
-1.9%
+19.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.2% | -1.4% |
| 7D | -1.1% | -0.7% | -0.3% | -0.8% |
| 30D | -7.8% | +1.5% | -9.4% | -8.7% |
| 3M | -28.2% | -0.3% | -27.9% | -28.8% |
| 6M | +52.0% | +0.1% | +51.9% | +43.2% |
| YTD | +96.4% | +53.4% | +42.9% | +40.4% |
| 1Y | +98.8% | +25.6% | +73.2% | +59.1% |
| 3Y | +18.3% | -21.3% | +39.6% | +25.6% |
| 5Y | +17.7% | -2.4% | +20.1% | +13.5% |
| All | +17.7% | -1.9% | +19.6% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling