+60.7%
STM vs U
-29.6%
+90.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.2% | -4.7% | -0.5% |
| 7D | +12.0% | +2.6% | +9.4% | +11.4% |
| 30D | -0.4% | +27.6% | -27.9% | -6.2% |
| 3M | -13.2% | +15.3% | -28.5% | -16.8% |
| 6M | -26.1% | +96.4% | -122.5% | -37.5% |
| YTD | +81.2% | +19.6% | +61.6% | +65.4% |
| 1Y | +98.3% | +42.1% | +56.2% | +73.4% |
| 3Y | +16.7% | +87.5% | -70.8% | -11.6% |
| 5Y | -4.8% | -73.1% | +68.3% | -6.1% |
| All | +60.7% | -29.6% | +90.3% | +39.4% |
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