+208.1%
C vs STM
+4.7%
+203.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.9% | -0.4% |
| 7D | -2.4% | -10.7% | +8.3% | -0.2% |
| 30D | -6.0% | -25.7% | +19.8% | -0.4% |
| 3M | -10.5% | -21.6% | +11.0% | -6.6% |
| 6M | -5.7% | -27.8% | +22.1% | -2.2% |
| YTD | +4.1% | +61.8% | -57.6% | -12.6% |
| 1Y | +20.5% | +78.1% | -57.6% | -1.4% |
| 3Y | +208.1% | +4.9% | +203.2% | +143.8% |
| All | +208.1% | +4.7% | +203.4% | +143.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling