+89.4%
STM vs ALL
+28.9%
+60.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.4% | +7.2% | +6.4% |
| 7D | -5.6% | -3.9% | -1.7% | -8.1% |
| 30D | -14.4% | +10.6% | -25.1% | -7.1% |
| 3M | -20.5% | -4.6% | -15.9% | -21.8% |
| 6M | -24.5% | +20.2% | -44.7% | -14.2% |
| YTD | +72.7% | +23.7% | +49.0% | +97.0% |
| All | +89.4% | +28.9% | +60.5% | +117.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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