-3.3%
F vs STM
+89.0%
-92.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +1.0% | -7.9% | +8.9% | +2.1% |
| 30D | +2.1% | -14.1% | +16.3% | +4.3% |
| 3M | -10.3% | -17.6% | +7.4% | -7.9% |
| 6M | +3.3% | -24.2% | +27.5% | +4.8% |
| YTD | -2.0% | +73.3% | -75.3% | -19.7% |
| All | -3.3% | +89.0% | -92.3% | -23.6% |
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