+312.3%
F vs STM
+1,727.7%
-1,415.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -12.4% | +11.3% | +2.6% |
| 7D | +1.4% | -20.1% | +21.5% | +7.8% |
| 30D | +2.0% | -32.0% | +34.0% | +13.3% |
| 3M | -10.4% | -24.2% | +13.8% | -4.2% |
| 6M | +9.7% | -29.9% | +39.6% | +17.0% |
| YTD | -1.2% | +54.9% | -56.1% | -18.3% |
| 1Y | 0.0% | +68.0% | -68.0% | -19.4% |
| 3Y | +41.1% | -0.1% | +41.2% | +27.5% |
| 5Y | -11.4% | -17.9% | +6.5% | -16.0% |
| 10Y | +85.0% | +392.2% | -307.3% | -3.5% |
| All | +312.3% | +1,727.7% | -1,415.4% | +37.3% |
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