-9.2%
STM vs XYZ
-62.9%
+53.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.6% | +3.2% | +5.6% |
| 7D | -5.6% | +14.9% | -20.5% | -10.1% |
| 30D | -14.4% | +14.7% | -29.1% | -18.5% |
| 3M | -20.5% | +12.1% | -32.6% | -24.0% |
| 6M | -24.5% | +18.3% | -42.8% | -29.5% |
| YTD | +72.7% | +36.1% | +36.6% | +52.2% |
| 1Y | +91.0% | +35.3% | +55.7% | +68.0% |
| 3Y | +13.5% | +73.5% | -60.0% | -15.1% |
| 5Y | -9.2% | -61.6% | +52.4% | -5.2% |
| All | -9.2% | -62.9% | +53.7% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling