+15.7%
STM vs ACI
-38.5%
+54.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +1.9% |
| 7D | +5.8% | +0.2% | +5.6% | +5.8% |
| 30D | -1.0% | +5.9% | -6.9% | -1.5% |
| 3M | -33.3% | -19.8% | -13.5% | -32.2% |
| 6M | +57.4% | -24.7% | +82.1% | +59.3% |
| YTD | +102.2% | -24.4% | +126.6% | +104.4% |
| 1Y | +99.6% | -31.5% | +131.1% | +104.1% |
| All | +15.7% | -38.5% | +54.3% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 3y: compounded portfolio wealth divided by compounded ACI 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…
3y analysis · Full analysis span regression · 6 months rolling