+53.2%
STM vs U
-31.4%
+84.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.1% | +6.9% | +6.8% |
| 7D | -5.6% | +32.3% | -37.9% | -11.8% |
| 30D | -14.4% | +9.7% | -24.2% | -16.8% |
| 3M | -20.5% | +19.6% | -40.1% | -24.4% |
| 6M | -24.5% | +82.6% | -107.1% | -35.1% |
| YTD | +72.7% | +16.4% | +56.3% | +58.6% |
| 1Y | +91.0% | +28.5% | +62.5% | +70.7% |
| 3Y | +13.5% | +103.8% | -90.3% | -15.7% |
| 5Y | -9.2% | -70.0% | +60.8% | -12.1% |
| All | +53.2% | -31.4% | +84.6% | +33.7% |
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