+4.9%
STM vs NDAQ
+122.6%
-117.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.2% | +4.4% |
| 7D | -10.7% | +0.8% | -11.6% | -10.8% |
| 30D | -25.7% | +16.5% | -42.3% | -27.6% |
| 3M | -21.6% | +13.5% | -35.1% | -23.3% |
| 6M | -27.8% | +20.9% | -48.7% | -30.7% |
| YTD | +61.8% | +11.4% | +50.3% | +60.4% |
| 1Y | +78.1% | +25.9% | +52.2% | +66.9% |
| 3Y | +4.9% | +119.9% | -115.0% | -29.5% |
| All | +4.9% | +122.6% | -117.7% | -29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling