+100.8%
STM vs ROK
+25.5%
+75.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -3.8% |
| 3M | -29.6% | -7.2% | -22.4% | -25.6% |
| 6M | +54.4% | +14.2% | +40.2% | +43.4% |
| YTD | +99.5% | +10.6% | +88.9% | +85.2% |
| 1Y | +100.8% | +25.9% | +74.9% | +70.7% |
| All | +100.8% | +25.5% | +75.3% | +70.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling