+381.0%
F vs STM
+2,285.7%
-1,904.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +0.9% |
| 7D | +5.3% | +5.8% | -0.5% | +3.6% |
| 30D | +4.6% | -1.0% | +5.6% | +4.7% |
| 3M | -3.7% | -33.3% | +29.6% | +6.3% |
| 6M | +16.8% | +57.4% | -40.5% | -1.8% |
| YTD | +15.3% | +102.2% | -86.9% | -10.8% |
| 1Y | +31.0% | +99.6% | -68.6% | +0.9% |
| 3Y | +45.4% | +14.5% | +30.9% | +27.8% |
| 5Y | +54.7% | +21.4% | +33.3% | +32.4% |
| 10Y | +98.2% | +695.0% | -596.7% | -9.2% |
| All | +381.0% | +2,285.7% | -1,904.7% | +50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling