+272.3%
STM vs NDAQ
+2,327.9%
-2,055.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.7% | +2.5% |
| 7D | +5.8% | -2.4% | +8.2% | +6.7% |
| 30D | -1.0% | +2.5% | -3.5% | -2.0% |
| 3M | -33.3% | +9.9% | -43.2% | -36.2% |
| 6M | +57.4% | +9.4% | +47.9% | +49.7% |
| YTD | +102.2% | +0.4% | +101.8% | +98.1% |
| 1Y | +99.6% | +4.0% | +95.6% | +92.3% |
| 3Y | +14.5% | +94.4% | -79.9% | -13.5% |
| 5Y | +21.4% | +56.7% | -35.3% | -0.8% |
| 10Y | +695.0% | +375.3% | +319.7% | +348.7% |
| All | +272.3% | +2,327.9% | -2,055.5% | +43.3% |
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