+26.0%
C vs STM
+92.4%
-66.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.1% | +7.7% | +2.6% |
| 7D | +1.1% | -6.0% | +7.1% | +2.0% |
| 30D | -2.4% | -20.9% | +18.5% | +1.1% |
| 3M | -8.4% | -15.8% | +7.4% | -6.2% |
| 6M | +0.3% | -17.0% | +17.4% | -0.2% |
| YTD | +9.1% | +76.8% | -67.7% | -13.7% |
| 1Y | +26.0% | +96.5% | -70.4% | -4.9% |
| All | +26.0% | +92.4% | -66.3% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling