+112.4%
C vs STM
-9.8%
+122.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.8% | -4.3% | +0.7% |
| 7D | -0.9% | -5.6% | +4.7% | +0.3% |
| 30D | -5.4% | -14.4% | +9.0% | -2.0% |
| 3M | -9.2% | -20.5% | +11.3% | -4.5% |
| 6M | -1.8% | -24.5% | +22.7% | +1.6% |
| YTD | +6.7% | +72.7% | -66.0% | -14.8% |
| 1Y | +23.5% | +91.0% | -67.5% | -4.4% |
| 3Y | +219.8% | +13.5% | +206.3% | +169.6% |
| 5Y | +112.4% | -9.2% | +121.6% | +75.2% |
| All | +112.4% | -9.8% | +122.2% | +75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling