+33.4%
STM vs S
-51.5%
+84.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.3% | +6.7% | +2.0% |
| 7D | +16.3% | +4.1% | +12.2% | +15.2% |
| 30D | -6.3% | -7.2% | +0.9% | -4.6% |
| 3M | -14.1% | 0.0% | -14.1% | -15.0% |
| 6M | -19.6% | +41.6% | -61.2% | -27.6% |
| YTD | +80.1% | +48.6% | +31.5% | +58.6% |
| 1Y | +95.4% | +30.0% | +65.3% | +77.2% |
| 3Y | +14.7% | +42.2% | -27.5% | -2.4% |
| 5Y | -5.4% | -70.8% | +65.4% | -1.3% |
| All | +33.4% | -51.5% | +84.9% | +33.0% |
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