+197.9%
STM vs NDAQ
+2,593.6%
-2,395.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.2% | +4.3% |
| 7D | -10.7% | +0.8% | -11.6% | -11.0% |
| 30D | -25.7% | +16.5% | -42.3% | -30.0% |
| 3M | -21.6% | +13.5% | -35.1% | -25.5% |
| 6M | -27.8% | +20.9% | -48.7% | -33.9% |
| YTD | +61.8% | +11.4% | +50.3% | +52.0% |
| 1Y | +78.1% | +25.9% | +52.2% | +59.7% |
| 3Y | +4.9% | +119.9% | -115.0% | -24.5% |
| 5Y | -14.3% | +61.7% | -76.0% | -31.0% |
| 10Y | +414.1% | +481.6% | -67.5% | +169.9% |
| All | +197.9% | +2,593.6% | -2,395.7% | +10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling