+392.6%
STM vs RF
+279.4%
+113.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +4.6% |
| 7D | -10.7% | -0.9% | -9.8% | -10.3% |
| 30D | -25.7% | +6.0% | -31.8% | -27.9% |
| 3M | -21.6% | -8.9% | -12.7% | -17.9% |
| 6M | -27.8% | +2.3% | -30.1% | -29.2% |
| YTD | +61.8% | +7.6% | +54.2% | +54.4% |
| 1Y | +78.1% | +21.2% | +56.9% | +60.1% |
| 3Y | +4.9% | +108.5% | -103.6% | -28.9% |
| 5Y | -14.3% | +43.2% | -57.5% | -31.8% |
| All | +392.6% | +279.4% | +113.2% | +178.3% |
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