+53.9%
F vs STM
+20.8%
+33.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +0.8% |
| 7D | +5.3% | +5.8% | -0.5% | +3.2% |
| 30D | +4.6% | -1.0% | +5.6% | +4.7% |
| 3M | -3.7% | -33.3% | +29.6% | +9.2% |
| 6M | +16.8% | +57.4% | -40.5% | -8.9% |
| YTD | +15.3% | +102.2% | -86.9% | -20.1% |
| 1Y | +31.0% | +99.6% | -68.6% | -10.1% |
| 3Y | +45.4% | +14.5% | +30.9% | +25.3% |
| All | +53.9% | +20.8% | +33.2% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling