+454.5%
V vs STM
+431.2%
+23.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +0.6% | -7.9% | +8.5% | +2.1% |
| 30D | +9.7% | -14.1% | +23.9% | +12.7% |
| 3M | +17.3% | -17.6% | +34.9% | +20.9% |
| 6M | +33.2% | -24.2% | +57.4% | +35.1% |
| YTD | +21.3% | +73.3% | -52.0% | -2.9% |
| 1Y | +27.3% | +90.1% | -62.8% | -0.9% |
| 3Y | +76.1% | +10.3% | +65.7% | +50.4% |
| 5Y | +103.5% | -5.7% | +109.2% | +75.1% |
| 10Y | +454.5% | +444.1% | +10.4% | +207.2% |
| All | +454.5% | +431.2% | +23.3% | +207.2% |
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