+22.5%
STM vs XYZ
-69.7%
+92.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.5% |
| 7D | +5.2% | +2.9% | +2.4% | +4.2% |
| 30D | -7.4% | +1.4% | -8.8% | -8.0% |
| 3M | -30.6% | +14.6% | -45.2% | -34.0% |
| 6M | +66.4% | +20.8% | +45.6% | +54.8% |
| YTD | +101.1% | +23.1% | +78.1% | +84.2% |
| 1Y | +97.4% | +5.6% | +91.7% | +88.6% |
| 3Y | +21.1% | +50.9% | -29.8% | -5.2% |
| 5Y | +22.5% | -68.6% | +91.0% | +48.5% |
| All | +22.5% | -69.7% | +92.2% | +48.5% |
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