+422.5%
STM vs PM
+228.8%
+193.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -2.4% | +9.2% | +7.6% |
| 7D | -5.6% | -7.3% | +1.7% | -3.1% |
| 30D | -14.4% | -4.0% | -10.4% | -13.4% |
| 3M | -20.5% | +2.7% | -23.2% | -21.7% |
| 6M | -24.5% | +14.9% | -39.4% | -29.8% |
| YTD | +72.7% | +23.5% | +49.2% | +55.3% |
| 1Y | +91.0% | +30.4% | +60.7% | +67.7% |
| 3Y | +13.5% | +143.2% | -129.7% | -29.3% |
| 5Y | -9.2% | +159.5% | -168.7% | -45.9% |
| 10Y | +422.5% | +234.7% | +187.9% | +179.3% |
| All | +422.5% | +228.8% | +193.8% | +179.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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