-5.4%
STM vs SM
+5.1%
-10.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.2% | -4.7% | -0.5% |
| 7D | +16.3% | +10.6% | +5.7% | +14.2% |
| 30D | -6.3% | -15.0% | +8.7% | -3.9% |
| 3M | -14.1% | +1.7% | -15.8% | -15.2% |
| 6M | -19.6% | +5.9% | -25.4% | -22.2% |
| YTD | +80.1% | +79.0% | +1.1% | +51.1% |
| 1Y | +95.4% | +84.7% | +10.7% | +62.3% |
| 3Y | +14.7% | -3.5% | +18.1% | +5.8% |
| 5Y | -5.4% | +4.9% | -10.3% | -17.0% |
| All | -5.4% | +5.1% | -10.5% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling