-4.6%
STM vs NDAQ
+66.7%
-71.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.7% | +0.6% |
| 7D | +12.0% | +1.3% | +10.7% | +11.5% |
| 30D | -0.4% | +18.0% | -18.3% | -7.1% |
| 3M | -13.2% | +11.5% | -24.7% | -17.3% |
| 6M | -26.1% | +21.1% | -47.2% | -33.0% |
| YTD | +81.2% | +12.8% | +68.4% | +69.7% |
| 1Y | +98.3% | +25.7% | +72.6% | +73.9% |
| 3Y | +16.7% | +116.8% | -100.1% | -30.5% |
| All | -4.6% | +66.7% | -71.3% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling