+422.5%
STM vs RF
+277.2%
+145.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.2% | +4.6% | +5.7% |
| 7D | -5.6% | -0.1% | -5.4% | -5.4% |
| 30D | -14.4% | +7.0% | -21.5% | -17.3% |
| 3M | -20.5% | -7.0% | -13.4% | -17.6% |
| 6M | -24.5% | +6.8% | -31.3% | -27.5% |
| YTD | +72.7% | +9.9% | +62.8% | +63.1% |
| 1Y | +91.0% | +21.1% | +69.9% | +71.8% |
| 3Y | +13.5% | +119.6% | -106.1% | -25.1% |
| 5Y | -9.2% | +46.2% | -55.4% | -28.5% |
| 10Y | +422.5% | +261.5% | +161.0% | +191.4% |
| All | +422.5% | +277.2% | +145.3% | +191.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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