-4.5%
STM vs S
-67.1%
+62.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +3.1% |
| 7D | +1.4% | +1.2% | +0.2% | +1.3% |
| 30D | -8.4% | -7.3% | -1.0% | -6.6% |
| 3M | -15.8% | +5.9% | -21.7% | -17.9% |
| 6M | -22.8% | +45.6% | -68.5% | -31.3% |
| YTD | +79.4% | +58.5% | +20.8% | +54.4% |
| 1Y | +97.0% | +37.6% | +59.4% | +75.3% |
| 3Y | +14.2% | +51.7% | -37.5% | -5.6% |
| 5Y | -4.5% | -67.5% | +63.0% | +1.2% |
| All | -4.5% | -67.1% | +62.6% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling