+664.5%
STM vs XYZ
+580.4%
+84.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | +1.7% | -3.7% | +5.4% | +3.0% |
| 30D | -5.2% | +0.5% | -5.7% | -5.6% |
| 3M | -29.6% | +16.3% | -45.9% | -33.7% |
| 6M | +54.4% | +21.1% | +33.2% | +42.4% |
| YTD | +99.5% | +22.0% | +77.5% | +81.3% |
| 1Y | +100.8% | +5.2% | +95.6% | +90.8% |
| 3Y | +20.2% | +49.6% | -29.4% | -7.7% |
| 5Y | +21.1% | -68.4% | +89.6% | +48.5% |
| 10Y | +664.5% | +604.5% | +60.0% | +232.4% |
| All | +664.5% | +580.4% | +84.2% | +232.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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