+4.9%
STM vs B
+165.5%
-160.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +3.9% | +4.2% |
| 7D | -10.7% | +9.6% | -20.3% | -13.8% |
| 30D | -25.7% | +3.5% | -29.3% | -26.8% |
| 3M | -21.6% | -1.6% | -20.0% | -21.6% |
| 6M | -27.8% | -1.7% | -26.1% | -28.0% |
| YTD | +61.8% | -5.3% | +67.1% | +62.2% |
| 1Y | +78.1% | +27.2% | +50.9% | +65.4% |
| 3Y | +4.9% | +166.1% | -161.2% | -21.2% |
| All | +4.9% | +165.5% | -160.6% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling