+53.7%
STM vs U
-32.9%
+86.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.8% |
| 7D | -7.9% | +24.4% | -32.3% | -12.8% |
| 30D | -14.1% | +7.4% | -21.5% | -16.1% |
| 3M | -17.6% | +16.8% | -34.4% | -21.3% |
| 6M | -24.2% | +78.8% | -103.0% | -34.6% |
| YTD | +73.3% | +14.0% | +59.3% | +59.9% |
| 1Y | +90.1% | +16.7% | +73.4% | +73.8% |
| 3Y | +10.3% | +86.4% | -76.0% | -16.4% |
| 5Y | -5.7% | -71.5% | +65.7% | -7.8% |
| All | +53.7% | -32.9% | +86.6% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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