+27.9%
STM vs S
-48.9%
+76.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +8.0% | -1.3% | +4.8% |
| 7D | -5.6% | +1.6% | -7.1% | -5.8% |
| 30D | -14.4% | -10.5% | -4.0% | -12.2% |
| 3M | -20.5% | +9.9% | -30.4% | -23.1% |
| 6M | -24.5% | +41.8% | -66.3% | -32.0% |
| YTD | +72.7% | +56.8% | +15.9% | +50.2% |
| 1Y | +91.0% | +39.0% | +52.0% | +70.6% |
| 3Y | +13.5% | +53.8% | -40.3% | -5.2% |
| 5Y | -9.2% | -68.6% | +59.4% | -6.7% |
| All | +27.9% | -48.9% | +76.8% | +25.9% |
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