-24.2%
STM vs B
+1.2%
-25.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | +0.5% | -12.9% | -12.5% |
| 7D | -20.1% | +4.3% | -24.4% | -20.6% |
| 30D | -32.0% | -0.9% | -31.0% | -31.0% |
| 3M | -24.2% | -1.4% | -22.8% | -23.1% |
| All | -24.2% | +1.2% | -25.4% | -23.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling