+2,285.7%
STM vs USB
+4,351.9%
-2,066.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.1% | +2.0% |
| 7D | +5.8% | +1.4% | +4.4% | +5.0% |
| 30D | -1.0% | -1.3% | +0.3% | -0.4% |
| 3M | -33.3% | +15.2% | -48.5% | -38.0% |
| 6M | +57.4% | +18.8% | +38.5% | +44.2% |
| YTD | +102.2% | +21.0% | +81.2% | +83.2% |
| 1Y | +99.6% | +34.0% | +65.6% | +71.8% |
| 3Y | +14.5% | +95.3% | -80.8% | -18.8% |
| 5Y | +21.4% | +40.4% | -19.0% | -1.7% |
| 10Y | +695.0% | +107.3% | +587.6% | +413.1% |
| All | +2,285.7% | +4,351.9% | -2,066.1% | +213.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling