+476.5%
V vs STM
+467.4%
+9.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.7% | -1.3% |
| 7D | -0.4% | +16.3% | -16.7% | -3.7% |
| 30D | +6.3% | -6.3% | +12.6% | +7.2% |
| 3M | +17.2% | -14.1% | +31.3% | +19.7% |
| 6M | +29.2% | -19.6% | +48.8% | +29.2% |
| YTD | +20.8% | +80.1% | -59.3% | -4.2% |
| 1Y | +25.0% | +95.4% | -70.4% | -3.2% |
| 3Y | +75.3% | +14.7% | +60.6% | +48.4% |
| 5Y | +105.8% | -5.4% | +111.2% | +77.8% |
| All | +476.5% | +467.4% | +9.1% | +216.1% |
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