+34.2%
STM vs S
-51.7%
+85.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +12.0% | +2.0% | +10.0% | +11.4% |
| 30D | -0.4% | -2.7% | +2.4% | +0.3% |
| 3M | -13.2% | -6.9% | -6.3% | -12.5% |
| 6M | -26.1% | +38.1% | -64.1% | -33.0% |
| YTD | +81.2% | +48.0% | +33.2% | +59.7% |
| 1Y | +98.3% | +34.5% | +63.8% | +78.4% |
| 3Y | +16.7% | +38.3% | -21.6% | 0.0% |
| 5Y | -4.8% | -70.9% | +66.1% | -0.7% |
| All | +34.2% | -51.7% | +85.9% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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