-4.5%
STM vs PM
+161.1%
-165.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.4% |
| 7D | +1.4% | -7.1% | +8.5% | +2.4% |
| 30D | -8.4% | -2.8% | -5.6% | -8.0% |
| 3M | -15.8% | +6.3% | -22.1% | -16.6% |
| 6M | -22.8% | +9.6% | -32.5% | -24.5% |
| YTD | +79.4% | +25.6% | +53.8% | +69.4% |
| 1Y | +97.0% | +29.7% | +67.3% | +84.4% |
| 3Y | +14.2% | +147.6% | -133.4% | -22.7% |
| 5Y | -4.5% | +160.1% | -164.6% | -35.5% |
| All | -4.5% | +161.1% | -165.5% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling