+449.7%
V vs STM
+398.5%
+51.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -1.0% |
| 7D | +2.2% | -10.7% | +12.9% | +4.5% |
| 30D | +13.6% | -25.7% | +39.3% | +20.5% |
| 3M | +14.3% | -21.6% | +35.9% | +19.1% |
| 6M | +33.1% | -27.8% | +60.9% | +36.2% |
| YTD | +21.2% | +61.8% | -40.5% | -1.5% |
| 1Y | +26.4% | +78.1% | -51.7% | -0.1% |
| 3Y | +77.6% | +4.9% | +72.7% | +53.1% |
| 5Y | +102.6% | -14.3% | +116.9% | +78.6% |
| All | +449.7% | +398.5% | +51.2% | +202.1% |
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