+21.0%
STM vs OPEN
-83.7%
+104.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.2% | +1.8% |
| 7D | +5.8% | -4.3% | +10.0% | +6.4% |
| 30D | -1.0% | -16.2% | +15.2% | +1.1% |
| 3M | -33.3% | -36.4% | +3.1% | -29.4% |
| 6M | +57.4% | -35.5% | +92.8% | +65.2% |
| YTD | +102.2% | -46.0% | +148.2% | +115.6% |
| 1Y | +99.6% | -47.1% | +146.7% | +101.3% |
| 3Y | +14.5% | -19.0% | +33.5% | -7.6% |
| All | +21.0% | -83.7% | +104.7% | +8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling