+392.6%
STM vs SM
+8.2%
+384.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.0% | +3.5% | +4.3% |
| 7D | -10.7% | -25.9% | +15.2% | -7.4% |
| 30D | -25.7% | -15.1% | -10.6% | -24.4% |
| 3M | -21.6% | +4.9% | -26.4% | -22.5% |
| 6M | -27.8% | +6.1% | -33.9% | -29.4% |
| YTD | +61.8% | +63.4% | -1.7% | +47.9% |
| 1Y | +78.1% | +72.5% | +5.6% | +61.5% |
| 3Y | +4.9% | -16.9% | +21.8% | +2.8% |
| 5Y | -14.3% | -10.6% | -3.6% | -18.9% |
| All | +392.6% | +8.2% | +384.4% | +259.1% |
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