+21.3%
STM vs AS
+120.4%
-99.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.6% | -1.7% | +0.6% |
| 7D | +5.8% | -4.9% | +10.7% | +7.6% |
| 30D | -1.0% | -19.6% | +18.6% | +6.4% |
| 3M | -33.3% | -14.4% | -18.9% | -29.9% |
| 6M | +57.4% | -20.1% | +77.5% | +68.5% |
| YTD | +102.2% | -20.9% | +123.1% | +116.9% |
| 1Y | +99.6% | -21.9% | +121.5% | +113.8% |
| All | +21.3% | +120.4% | -99.1% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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