+392.6%
STM vs ROL
+216.1%
+176.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.1% | +6.5% | +5.2% |
| 7D | -10.7% | +9.5% | -20.2% | -13.9% |
| 30D | -25.7% | +22.9% | -48.7% | -31.8% |
| 3M | -21.6% | +3.5% | -25.1% | -23.3% |
| 6M | -27.8% | -29.4% | +1.6% | -18.0% |
| YTD | +61.8% | -36.1% | +97.8% | +90.6% |
| 1Y | +78.1% | -34.4% | +112.5% | +107.2% |
| 3Y | +4.9% | +4.0% | +0.9% | -3.8% |
| 5Y | -14.3% | +13.2% | -27.5% | -27.7% |
| All | +392.6% | +216.1% | +176.5% | +129.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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