-7.3%
F vs STM
+95.5%
-102.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -2.9% |
| 7D | -3.9% | +16.3% | -20.2% | -6.2% |
| 30D | -0.5% | -6.3% | +5.8% | +0.2% |
| 3M | -12.9% | -14.1% | +1.2% | -11.3% |
| 6M | +1.5% | -19.6% | +21.1% | +2.0% |
| YTD | -5.0% | +80.1% | -85.2% | -22.6% |
| 1Y | -7.3% | +95.4% | -102.7% | -26.7% |
| All | -7.3% | +95.5% | -102.9% | -26.7% |
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