-4.6%
STM vs ROL
+15.7%
-20.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +0.1% |
| 7D | +12.0% | +3.0% | +9.0% | +11.4% |
| 30D | -0.4% | +19.8% | -20.1% | -3.9% |
| 3M | -13.2% | +7.9% | -21.1% | -14.5% |
| 6M | -26.1% | -25.6% | -0.4% | -20.6% |
| YTD | +81.2% | -34.1% | +115.3% | +100.0% |
| 1Y | +98.3% | -31.4% | +129.7% | +116.4% |
| 3Y | +16.7% | +4.7% | +12.1% | +10.2% |
| All | -4.6% | +15.7% | -20.2% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling