+366.0%
C vs STM
+1,727.7%
-1,361.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -12.4% | +7.3% | -0.5% |
| 7D | -5.3% | -20.1% | +14.8% | +2.5% |
| 30D | -7.3% | -32.0% | +24.6% | +5.9% |
| 3M | -13.5% | -24.2% | +10.7% | -5.6% |
| 6M | -6.5% | -29.9% | +23.4% | +0.9% |
| YTD | +3.6% | +54.9% | -51.3% | -18.7% |
| 1Y | +18.9% | +68.0% | -49.1% | -9.6% |
| 3Y | +205.0% | -0.1% | +205.1% | +162.3% |
| 5Y | +109.4% | -17.9% | +127.3% | +85.9% |
| 10Y | +232.9% | +392.2% | -159.3% | +32.9% |
| All | +366.0% | +1,727.7% | -1,361.6% | +18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling