+664.5%
STM vs ROK
+343.9%
+320.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.3% |
| 7D | +1.7% | +0.2% | +1.5% | +1.5% |
| 30D | -5.2% | -1.8% | -3.4% | -3.9% |
| 3M | -29.6% | -7.2% | -22.4% | -25.9% |
| 6M | +54.4% | +14.2% | +40.2% | +41.9% |
| YTD | +99.5% | +10.6% | +88.9% | +86.2% |
| 1Y | +100.8% | +25.9% | +74.9% | +71.2% |
| 3Y | +20.2% | +50.8% | -30.6% | -13.1% |
| 5Y | +21.1% | +47.0% | -25.9% | -13.4% |
| 10Y | +664.5% | +354.9% | +309.6% | +188.9% |
| All | +664.5% | +343.9% | +320.6% | +188.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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