-17.2%
F vs STM
-5.1%
-12.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -3.1% | +12.0% | -15.1% | -6.9% |
| 30D | 0.0% | -0.4% | +0.4% | -0.9% |
| 3M | -13.2% | -13.2% | 0.0% | -10.5% |
| 6M | -10.2% | -26.1% | +15.9% | -5.4% |
| YTD | -4.9% | +81.2% | -86.1% | -32.5% |
| 1Y | -6.1% | +98.3% | -104.4% | -36.1% |
| 3Y | +46.0% | +16.7% | +29.2% | +19.9% |
| All | -17.2% | -5.1% | -12.2% | -27.4% |
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