+661.5%
STM vs SM
+5.6%
+655.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +2.2% |
| 7D | +5.8% | +0.1% | +5.7% | +5.8% |
| 30D | -1.0% | +26.3% | -27.3% | -4.0% |
| 3M | -33.3% | +8.7% | -41.9% | -34.4% |
| 6M | +57.4% | +51.7% | +5.7% | +46.8% |
| YTD | +102.2% | +99.0% | +3.1% | +81.4% |
| 1Y | +99.6% | +34.6% | +65.0% | +87.9% |
| 3Y | +14.5% | -7.8% | +22.3% | +11.1% |
| 5Y | +21.4% | +104.8% | -83.4% | +4.7% |
| All | +661.5% | +5.6% | +655.9% | +441.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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