+20.5%
C vs STM
+75.4%
-54.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.9% | -0.3% |
| 7D | -2.4% | -10.7% | +8.3% | -0.6% |
| 30D | -6.0% | -25.7% | +19.8% | -1.5% |
| 3M | -10.5% | -21.6% | +11.0% | -7.4% |
| 6M | -5.7% | -27.8% | +22.1% | -3.6% |
| YTD | +4.1% | +61.8% | -57.6% | -16.3% |
| 1Y | +20.5% | +78.1% | -57.6% | -7.2% |
| All | +20.5% | +75.4% | -54.9% | -7.2% |
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