-4.6%
STM vs U
-73.3%
+68.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.2% | -4.7% | -0.6% |
| 7D | +12.0% | +2.6% | +9.4% | +11.3% |
| 30D | -0.4% | +27.6% | -27.9% | -6.3% |
| 3M | -13.2% | +15.3% | -28.5% | -16.9% |
| 6M | -26.1% | +96.4% | -122.5% | -37.7% |
| YTD | +81.2% | +19.6% | +61.6% | +65.1% |
| 1Y | +98.3% | +42.1% | +56.2% | +72.8% |
| 3Y | +16.7% | +87.5% | -70.8% | -12.5% |
| All | -4.6% | -73.3% | +68.8% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling