+654.6%
STM vs XYZ
+665.4%
-10.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.4% |
| 7D | +1.4% | -2.2% | +3.6% | +2.4% |
| 30D | -8.4% | +11.6% | -19.9% | -12.4% |
| 3M | -15.8% | +8.4% | -24.2% | -19.0% |
| 6M | -22.8% | +17.2% | -40.0% | -28.1% |
| YTD | +79.4% | +31.7% | +47.7% | +58.2% |
| 1Y | +97.0% | +30.1% | +66.9% | +73.7% |
| 3Y | +14.2% | +66.4% | -52.2% | -14.4% |
| 5Y | -4.5% | -62.2% | +57.7% | +7.3% |
| 10Y | +463.1% | +621.5% | -158.5% | +165.2% |
| All | +654.6% | +665.4% | -10.8% | +244.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling