+1,006.2%
TER vs STM
+431.2%
+575.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.5% |
| 7D | -8.9% | -7.9% | -1.0% | -2.8% |
| 30D | -39.1% | -14.1% | -24.9% | -31.7% |
| 3M | -32.8% | -17.6% | -15.1% | -21.9% |
| 6M | -31.7% | -24.2% | -7.5% | -16.6% |
| YTD | +26.9% | +73.3% | -46.4% | -12.2% |
| 1Y | +33.6% | +90.1% | -56.5% | -13.1% |
| 3Y | +181.5% | +10.3% | +171.2% | +148.6% |
| 5Y | +76.1% | -5.7% | +81.9% | +69.6% |
| 10Y | +1,006.2% | +444.1% | +562.1% | +310.6% |
| All | +1,006.2% | +431.2% | +575.0% | +310.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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