+422.5%
STM vs ROP
+189.6%
+232.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.0% | +7.8% | +7.3% |
| 7D | -5.6% | -1.6% | -3.9% | -5.1% |
| 30D | -14.4% | +29.5% | -44.0% | -27.4% |
| 3M | -20.5% | +17.5% | -38.0% | -29.2% |
| 6M | -24.5% | +38.1% | -62.6% | -42.0% |
| YTD | +72.7% | +7.0% | +65.7% | +57.4% |
| 1Y | +91.0% | +6.5% | +84.5% | +74.5% |
| 3Y | +13.5% | -5.5% | +19.0% | +13.1% |
| 5Y | -9.2% | -0.4% | -8.8% | -14.1% |
| 10Y | +422.5% | +183.6% | +239.0% | +185.6% |
| All | +422.5% | +189.6% | +232.9% | +185.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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