+422.5%
STM vs M
+3.7%
+418.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +8.1% | -1.3% | +4.9% |
| 7D | -5.6% | +2.5% | -8.1% | -6.2% |
| 30D | -14.4% | +10.1% | -24.5% | -16.4% |
| 3M | -20.5% | -0.9% | -19.5% | -20.6% |
| 6M | -24.5% | +30.2% | -54.7% | -29.0% |
| YTD | +72.7% | +16.3% | +56.4% | +65.8% |
| 1Y | +91.0% | +27.0% | +64.1% | +79.7% |
| 3Y | +13.5% | +154.5% | -141.0% | -10.7% |
| 5Y | -9.2% | -1.1% | -8.1% | -18.0% |
| 10Y | +422.5% | +0.5% | +422.0% | +304.4% |
| All | +422.5% | +3.7% | +418.8% | +304.4% |
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