+444.1%
STM vs SO
+188.2%
+255.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -7.9% | -0.1% | -7.8% | -7.9% |
| 30D | -14.1% | +8.7% | -22.8% | -16.3% |
| 3M | -17.6% | +3.4% | -21.0% | -18.6% |
| 6M | -24.2% | +3.7% | -27.9% | -25.7% |
| YTD | +73.3% | +10.0% | +63.3% | +66.2% |
| 1Y | +90.1% | +6.6% | +83.5% | +84.1% |
| 3Y | +10.3% | +52.5% | -42.1% | -8.2% |
| 5Y | -5.7% | +76.1% | -81.8% | -26.5% |
| 10Y | +444.1% | +194.9% | +249.2% | +328.4% |
| All | +444.1% | +188.2% | +255.9% | +328.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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