+2,413.6%
IBM vs STT
+7,372.9%
-4,959.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.8% |
| 3M | -21.6% | +20.0% | -41.6% | -25.5% |
| 6M | -4.7% | +55.3% | -60.0% | -15.6% |
| YTD | -19.1% | +53.3% | -72.4% | -28.0% |
| 1Y | -2.5% | +74.7% | -77.2% | -16.2% |
| 3Y | +74.2% | +205.8% | -131.7% | +28.4% |
| 5Y | +113.1% | +145.0% | -31.9% | +62.0% |
| 10Y | +133.5% | +266.0% | -132.5% | +54.8% |
| All | +2,413.6% | +7,372.9% | -4,959.3% | +545.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling