+21.0%
STM vs ARWR
+28.5%
-7.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.0% | +1.9% |
| 7D | +5.8% | +1.7% | +4.1% | +5.4% |
| 30D | -1.0% | -0.7% | -0.3% | -0.9% |
| 3M | -33.3% | +14.9% | -48.1% | -35.5% |
| 6M | +57.4% | +32.6% | +24.7% | +46.3% |
| YTD | +102.2% | +30.0% | +72.1% | +87.8% |
| 1Y | +99.6% | +208.4% | -108.8% | +50.4% |
| 3Y | +14.5% | +208.8% | -194.3% | -23.4% |
| All | +21.0% | +28.5% | -7.5% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 5y: compounded portfolio wealth divided by compounded ARWR 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…
5y analysis · Full analysis span regression · 6 months rolling