-11.4%
F vs STM
-17.8%
+6.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -12.4% | +11.3% | +3.2% |
| 7D | +1.4% | -20.1% | +21.5% | +9.0% |
| 30D | +2.0% | -32.0% | +34.0% | +15.6% |
| 3M | -10.4% | -24.2% | +13.8% | -3.1% |
| 6M | +9.7% | -29.9% | +39.6% | +17.2% |
| YTD | -1.2% | +54.9% | -56.1% | -25.9% |
| 1Y | 0.0% | +68.0% | -68.0% | -27.8% |
| 3Y | +41.1% | -0.1% | +41.2% | +22.4% |
| 5Y | -11.4% | -17.9% | +6.5% | -18.9% |
| All | -11.4% | -17.8% | +6.3% | -18.9% |
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