+463.1%
STM vs M
-5.1%
+468.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.7% |
| 7D | +1.4% | -3.3% | +4.8% | +2.3% |
| 30D | -8.4% | +8.1% | -16.5% | -10.1% |
| 3M | -15.8% | +2.2% | -18.0% | -16.6% |
| 6M | -22.8% | +35.1% | -58.0% | -28.1% |
| YTD | +79.4% | +15.8% | +63.5% | +72.3% |
| 1Y | +97.0% | +25.8% | +71.1% | +85.6% |
| 3Y | +14.2% | +156.2% | -142.0% | -10.4% |
| 5Y | -4.5% | -2.4% | -2.1% | -13.5% |
| 10Y | +463.1% | -7.1% | +470.2% | +342.1% |
| All | +463.1% | -5.1% | +468.2% | +342.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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