+19.8%
STM vs S
-52.7%
+72.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.6% | +2.8% | +4.0% |
| 7D | -10.7% | -13.4% | +2.7% | -7.5% |
| 30D | -25.7% | -14.0% | -11.8% | -23.0% |
| 3M | -21.6% | +4.9% | -26.4% | -23.3% |
| 6M | -27.8% | +42.0% | -69.8% | -35.0% |
| YTD | +61.8% | +45.1% | +16.6% | +43.3% |
| 1Y | +78.1% | +33.1% | +45.0% | +60.6% |
| 3Y | +4.9% | +40.6% | -35.7% | -10.5% |
| 5Y | -14.3% | -67.5% | +53.2% | -11.3% |
| All | +19.8% | -52.7% | +72.5% | +20.1% |
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