-19.6%
STM vs A
+55.1%
-74.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.7% | +1.0% |
| 7D | +16.3% | +0.7% | +15.6% | +16.1% |
| 30D | -6.3% | +0.8% | -7.1% | -5.9% |
| 3M | -14.1% | +16.9% | -31.0% | -14.3% |
| 6M | -19.6% | +53.8% | -73.3% | -22.4% |
| All | -19.6% | +55.1% | -74.7% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 6mo: compounded portfolio wealth divided by compounded A 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…
6mo analysis · Full analysis span regression · 6 months rolling