+25.8%
C vs STM
+95.6%
-69.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -1.9% | +1.0% |
| 7D | -0.4% | +1.4% | -1.9% | -0.8% |
| 30D | -5.3% | -8.4% | +3.0% | -4.2% |
| 3M | -8.0% | -15.8% | +7.8% | -5.9% |
| 6M | -0.3% | -22.8% | +22.6% | +1.0% |
| YTD | +8.6% | +79.4% | -70.7% | -14.2% |
| 1Y | +25.8% | +97.0% | -71.2% | -4.6% |
| All | +25.8% | +95.6% | -69.8% | -4.6% |
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