+593.0%
BE vs STM
+100.9%
+492.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.4% | -1.0% | +0.4% |
| 7D | -14.7% | -10.7% | -4.0% | -7.3% |
| 30D | -40.5% | -25.7% | -14.8% | -26.5% |
| 3M | -24.3% | -21.6% | -2.8% | -10.3% |
| 6M | -39.3% | -27.8% | -11.5% | -23.7% |
| YTD | +99.4% | +61.8% | +37.6% | +53.4% |
| 1Y | +26.6% | +78.1% | -51.5% | -8.1% |
| 3Y | +1,616.9% | +4.9% | +1,612.0% | +1,447.6% |
| 5Y | +441.4% | -14.3% | +455.6% | +454.4% |
| All | +593.0% | +100.9% | +492.0% | +367.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling