+422.5%
STM vs NDAQ
+484.3%
-61.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.3% | +5.5% | +6.0% |
| 7D | -5.6% | -0.1% | -5.5% | -5.4% |
| 30D | -14.4% | +15.9% | -30.3% | -21.7% |
| 3M | -20.5% | +15.1% | -35.6% | -27.2% |
| 6M | -24.5% | +22.9% | -47.4% | -35.1% |
| YTD | +72.7% | +12.8% | +59.8% | +55.4% |
| 1Y | +91.0% | +26.0% | +65.0% | +59.3% |
| 3Y | +13.5% | +119.7% | -106.2% | -38.0% |
| 5Y | -9.2% | +65.4% | -74.6% | -40.3% |
| 10Y | +422.5% | +469.3% | -46.7% | +55.7% |
| All | +422.5% | +484.3% | -61.8% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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