-17.9%
STM vs USB
+22.2%
-40.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -2.1% | -10.3% | -11.2% |
| 7D | -20.1% | -1.5% | -18.6% | -19.4% |
| 30D | -32.0% | +4.3% | -36.3% | -33.6% |
| 3M | -24.2% | -6.1% | -18.1% | -21.7% |
| 6M | -29.9% | +9.4% | -39.3% | -33.8% |
| YTD | +54.9% | +15.2% | +39.7% | +41.9% |
| 1Y | +68.0% | +32.8% | +35.2% | +42.3% |
| 3Y | -0.1% | +91.3% | -91.4% | -30.5% |
| 5Y | -17.9% | +22.7% | -40.6% | -26.9% |
| All | -17.9% | +22.2% | -40.1% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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