+90.1%
STM vs B
+16.8%
+73.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.1% | +6.5% | +3.0% |
| 7D | -7.9% | +7.1% | -15.0% | -11.2% |
| 30D | -14.1% | -3.3% | -10.8% | -13.0% |
| 3M | -17.6% | -2.5% | -15.1% | -17.5% |
| 6M | -24.2% | -7.2% | -17.0% | -23.2% |
| YTD | +73.3% | -7.4% | +80.7% | +77.0% |
| 1Y | +90.1% | +16.4% | +73.7% | +91.3% |
| All | +90.1% | +16.8% | +73.3% | +91.3% |
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