+392.6%
STM vs ROP
+196.0%
+196.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.9% | +7.4% | +6.0% |
| 7D | -10.7% | +2.1% | -12.9% | -12.1% |
| 30D | -25.7% | +32.9% | -58.7% | -37.9% |
| 3M | -21.6% | +20.3% | -41.9% | -31.0% |
| 6M | -27.8% | +36.8% | -64.6% | -44.1% |
| YTD | +61.8% | +8.1% | +53.7% | +46.6% |
| 1Y | +78.1% | +8.3% | +69.8% | +61.1% |
| 3Y | +4.9% | -3.2% | +8.1% | +2.9% |
| 5Y | -14.3% | +1.7% | -16.0% | -20.0% |
| All | +392.6% | +196.0% | +196.6% | +170.1% |
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