-0.8%
F vs STM
+75.4%
-76.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.1% | -1.4% |
| 7D | +1.6% | -10.7% | +12.3% | +3.1% |
| 30D | +2.6% | -25.7% | +28.4% | +7.4% |
| 3M | -8.8% | -21.6% | +12.7% | -5.8% |
| 6M | +4.6% | -27.8% | +32.4% | +6.9% |
| YTD | -1.9% | +61.8% | -63.7% | -18.3% |
| 1Y | -0.8% | +78.1% | -78.9% | -20.1% |
| All | -0.8% | +75.4% | -76.2% | -20.1% |
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