+125.6%
STM vs A
+457.0%
-331.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.6% |
| 7D | +5.8% | -1.9% | +7.7% | +6.9% |
| 30D | -1.0% | +6.9% | -7.9% | -4.6% |
| 3M | -33.3% | +9.2% | -42.5% | -37.1% |
| 6M | +57.4% | +25.7% | +31.7% | +35.6% |
| YTD | +102.2% | +11.5% | +90.7% | +85.6% |
| 1Y | +99.6% | +18.4% | +81.2% | +76.6% |
| 3Y | +14.5% | +26.6% | -12.1% | -3.4% |
| 5Y | +21.4% | -12.8% | +34.2% | +24.2% |
| 10Y | +695.0% | +247.2% | +447.8% | +308.0% |
| All | +125.6% | +457.0% | -331.5% | -28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling