+438.9%
C vs STM
+2,285.7%
-1,846.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -1.0% |
| 7D | +3.6% | +5.8% | -2.2% | +1.5% |
| 30D | +0.1% | -1.0% | +1.1% | +0.1% |
| 3M | +2.4% | -33.3% | +35.7% | +15.5% |
| 6M | +24.9% | +57.4% | -32.4% | -0.1% |
| YTD | +19.8% | +102.2% | -82.4% | -13.7% |
| 1Y | +44.9% | +99.6% | -54.7% | +3.6% |
| 3Y | +263.0% | +14.5% | +248.5% | +200.7% |
| 5Y | +129.5% | +21.4% | +108.2% | +77.3% |
| 10Y | +291.6% | +695.0% | -403.4% | +31.3% |
| All | +438.9% | +2,285.7% | -1,846.9% | +25.2% |
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 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