+21.0%
STM vs ROP
-13.6%
+34.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.6% | +5.4% | +3.2% |
| 7D | +5.8% | -4.4% | +10.2% | +7.6% |
| 30D | -1.0% | +3.2% | -4.2% | -2.4% |
| 3M | -33.3% | +23.1% | -56.3% | -41.0% |
| 6M | +57.4% | +13.3% | +44.1% | +44.6% |
| YTD | +102.2% | -7.9% | +110.0% | +113.9% |
| 1Y | +99.6% | -22.1% | +121.7% | +141.8% |
| 3Y | +14.5% | -16.8% | +31.3% | +30.2% |
| All | +21.0% | -13.6% | +34.6% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling