-2.5%
IBM vs STT
+75.3%
-77.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -0.3% | +0.5% | -0.8% | -0.4% |
| 30D | +0.3% | +3.9% | -3.6% | -0.6% |
| 3M | -21.6% | +20.0% | -41.6% | -26.5% |
| 6M | -4.7% | +55.3% | -60.0% | -20.6% |
| YTD | -19.1% | +53.3% | -72.4% | -32.5% |
| 1Y | -2.5% | +74.7% | -77.2% | -21.5% |
| All | -2.5% | +75.3% | -77.8% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 1y: compounded portfolio wealth divided by compounded STT 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…
1y analysis · Full analysis span regression · 6 months rolling