+72.4%
STM vs OPEN
-86.9%
+159.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.7% | +6.0% | +6.7% |
| 7D | -5.6% | -21.7% | +16.1% | -3.3% |
| 30D | -14.4% | -36.5% | +22.0% | -10.4% |
| 3M | -20.5% | -59.5% | +39.1% | -12.1% |
| 6M | -24.5% | -71.9% | +47.3% | -13.0% |
| YTD | +72.7% | -75.8% | +148.5% | +100.8% |
| 1Y | +91.0% | -78.5% | +169.5% | +123.2% |
| 3Y | +13.5% | -30.2% | +43.7% | -7.7% |
| 5Y | -9.2% | -93.3% | +84.1% | -12.2% |
| All | +72.4% | -86.9% | +159.3% | +45.3% |
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