+78.1%
STM vs B
+25.9%
+52.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +3.9% | +4.2% |
| 7D | -10.7% | +9.6% | -20.3% | -14.7% |
| 30D | -25.7% | +3.5% | -29.3% | -27.0% |
| 3M | -21.6% | -1.6% | -20.0% | -21.6% |
| 6M | -27.8% | -1.7% | -26.1% | -28.4% |
| YTD | +61.8% | -5.3% | +67.1% | +63.8% |
| 1Y | +78.1% | +27.2% | +50.9% | +77.4% |
| All | +78.1% | +25.9% | +52.2% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 1y: compounded portfolio wealth divided by compounded B 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…
1y analysis · Full analysis span regression · 6 months rolling