+1,727.7%
STM vs ALL
+4,606.5%
-2,878.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -0.9% | -11.5% | -12.0% |
| 7D | -20.1% | +4.2% | -24.3% | -21.6% |
| 30D | -32.0% | +18.9% | -50.9% | -37.2% |
| 3M | -24.2% | +1.2% | -25.4% | -25.5% |
| 6M | -29.9% | +23.2% | -53.1% | -38.2% |
| YTD | +54.9% | +30.0% | +24.9% | +32.2% |
| 1Y | +68.0% | +39.6% | +28.4% | +38.5% |
| 3Y | -0.1% | +115.2% | -115.4% | -35.1% |
| 5Y | -17.9% | +156.2% | -174.1% | -52.5% |
| 10Y | +392.2% | +398.0% | -5.7% | +108.0% |
| All | +1,727.7% | +4,606.5% | -2,878.8% | +233.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling