+4.9%
STM vs ALL
+105.5%
-100.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.5% | +8.9% | +3.4% |
| 7D | -10.7% | -1.9% | -8.8% | -11.1% |
| 30D | -25.7% | +13.8% | -39.5% | -23.5% |
| 3M | -21.6% | -7.0% | -14.6% | -21.9% |
| 6M | -27.8% | +18.0% | -45.8% | -26.3% |
| YTD | +61.8% | +24.2% | +37.6% | +64.7% |
| 1Y | +78.1% | +31.2% | +46.9% | +80.6% |
| 3Y | +4.9% | +107.5% | -102.6% | +11.2% |
| All | +4.9% | +105.5% | -100.6% | +11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling