+465.1%
STM vs XYZ
+597.9%
-132.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | -0.4% |
| 7D | +12.0% | -1.1% | +13.1% | +12.4% |
| 30D | -0.4% | +11.5% | -11.9% | -5.0% |
| 3M | -13.2% | +1.8% | -15.0% | -14.7% |
| 6M | -26.1% | +21.2% | -47.3% | -32.2% |
| YTD | +81.2% | +29.9% | +51.2% | +59.4% |
| 1Y | +98.3% | +35.8% | +62.5% | +71.0% |
| 3Y | +16.7% | +62.6% | -45.9% | -13.4% |
| 5Y | -4.8% | -62.8% | +57.9% | +9.0% |
| All | +465.1% | +597.9% | -132.8% | +136.3% |
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