+678.9%
STM vs RF
+343.3%
+335.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +1.9% | +1.9% |
| 7D | +5.8% | +1.3% | +4.5% | +5.1% |
| 30D | -1.0% | -3.6% | +2.6% | +0.8% |
| 3M | -33.3% | +8.1% | -41.3% | -36.2% |
| 6M | +57.4% | +11.5% | +45.9% | +48.2% |
| YTD | +102.2% | +15.6% | +86.6% | +86.4% |
| 1Y | +99.6% | +15.7% | +83.9% | +83.5% |
| 3Y | +14.5% | +86.9% | -72.4% | -18.5% |
| 5Y | +21.4% | +89.8% | -68.4% | -15.8% |
| All | +678.9% | +343.3% | +335.6% | +267.8% |
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