-15.7%
STM vs O
+10.1%
-25.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.2% | +4.7% |
| 7D | -10.7% | +3.7% | -14.4% | -12.2% |
| 30D | -25.7% | +11.2% | -36.9% | -29.3% |
| 3M | -21.6% | -4.0% | -17.6% | -20.4% |
| 6M | -27.8% | -5.2% | -22.6% | -26.8% |
| YTD | +61.8% | +9.5% | +52.3% | +50.7% |
| 1Y | +78.1% | +10.6% | +67.5% | +64.9% |
| 3Y | +4.9% | +38.1% | -33.2% | -19.5% |
| All | -15.7% | +10.1% | -25.9% | -24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling