-27.8%
STM vs ALL
+17.5%
-45.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.5% | +8.9% | -0.3% |
| 7D | -10.7% | -1.9% | -8.8% | -12.3% |
| 30D | -25.7% | +13.8% | -39.5% | -13.5% |
| 3M | -21.6% | -7.0% | -14.6% | -27.0% |
| 6M | -27.8% | +18.0% | -45.8% | -3.3% |
| All | -27.8% | +17.5% | -45.3% | -3.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling