+422.5%
STM vs SO
+184.0%
+238.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.3% | +5.4% | +6.4% |
| 7D | -5.6% | -1.1% | -4.5% | -5.3% |
| 30D | -14.4% | +8.6% | -23.0% | -16.6% |
| 3M | -20.5% | +1.8% | -22.3% | -21.0% |
| 6M | -24.5% | +3.6% | -28.1% | -26.0% |
| YTD | +72.7% | +9.9% | +62.7% | +65.7% |
| 1Y | +91.0% | +5.7% | +85.3% | +85.5% |
| 3Y | +13.5% | +52.5% | -39.0% | -5.7% |
| 5Y | -9.2% | +77.3% | -86.5% | -29.5% |
| 10Y | +422.5% | +186.8% | +235.7% | +299.0% |
| All | +422.5% | +184.0% | +238.6% | +299.0% |
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