+465.1%
STM vs O
+80.9%
+384.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.9% |
| 7D | +12.0% | -0.4% | +12.4% | +12.2% |
| 30D | -0.4% | +7.1% | -7.5% | -3.6% |
| 3M | -13.2% | -5.2% | -7.9% | -11.5% |
| 6M | -26.1% | -1.8% | -24.3% | -26.5% |
| YTD | +81.2% | +9.1% | +72.1% | +71.2% |
| 1Y | +98.3% | +9.7% | +88.6% | +86.8% |
| 3Y | +16.7% | +39.1% | -22.4% | -3.4% |
| 5Y | -4.8% | +8.4% | -13.2% | -11.3% |
| All | +465.1% | +80.9% | +384.2% | +371.5% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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