+32.8%
STM vs S
-48.3%
+81.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +3.1% |
| 7D | +1.4% | +1.2% | +0.2% | +1.4% |
| 30D | -8.4% | -7.3% | -1.0% | -6.7% |
| 3M | -15.8% | +5.9% | -21.7% | -17.8% |
| 6M | -22.8% | +45.6% | -68.5% | -30.9% |
| YTD | +79.4% | +58.5% | +20.8% | +55.6% |
| 1Y | +97.0% | +37.6% | +59.4% | +76.4% |
| 3Y | +14.2% | +51.7% | -37.5% | -4.3% |
| 5Y | -4.5% | -67.5% | +63.0% | -2.3% |
| All | +32.8% | -48.3% | +81.1% | +30.4% |
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