+23.5%
STM vs PL
+41.8%
-18.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +1.0% |
| 7D | +16.3% | +22.3% | -6.0% | +12.2% |
| 30D | -6.3% | -8.3% | +2.0% | -4.8% |
| 3M | -14.1% | -43.3% | +29.2% | -5.9% |
| 6M | -19.6% | -65.8% | +46.3% | -5.5% |
| YTD | +80.1% | -29.5% | +109.6% | +85.6% |
| 1Y | +95.4% | +11.7% | +83.6% | +85.1% |
| 3Y | +14.7% | +540.6% | -525.9% | -29.4% |
| 5Y | -5.4% | +32.9% | -38.3% | -31.8% |
| All | +23.5% | +41.8% | -18.3% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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