+73.0%
STM vs OPEN
-87.8%
+160.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.1% | +7.5% | +1.2% |
| 7D | -7.9% | -24.7% | +16.8% | -5.3% |
| 30D | -14.1% | -41.0% | +26.9% | -9.3% |
| 3M | -17.6% | -62.4% | +44.7% | -8.2% |
| 6M | -24.2% | -73.9% | +49.6% | -11.9% |
| YTD | +73.3% | -77.5% | +150.8% | +103.3% |
| 1Y | +90.1% | -83.6% | +173.7% | +129.8% |
| 3Y | +10.3% | -37.0% | +47.4% | -9.1% |
| 5Y | -5.7% | -93.3% | +87.5% | -8.8% |
| All | +73.0% | -87.8% | +160.9% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OPEN.
Daily Out/Under-Performance
Portfolio return minus OPEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OPEN 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 OPEN 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